-34.4%
INTU vs MSI
+76.1%
-110.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -4.1% | +2.6% | -6.7% | -4.8% |
| 30D | +12.8% | +18.1% | -5.3% | +7.6% |
| 3M | +2.1% | +13.2% | -11.1% | -1.5% |
| 6M | -11.5% | +36.3% | -47.7% | -19.0% |
| YTD | -47.9% | +39.5% | -87.4% | -53.4% |
| 1Y | -47.7% | +36.9% | -84.6% | -52.8% |
| All | -34.4% | +76.1% | -110.5% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling