-38.4%
INTU vs MSI
+103.4%
-141.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -2.9% |
| 7D | -7.1% | -3.7% | -3.4% | -5.1% |
| 30D | +1.5% | +6.8% | -5.4% | -2.8% |
| 3M | +10.7% | +14.3% | -3.6% | +1.8% |
| 6M | -23.8% | -1.6% | -22.3% | -24.0% |
| YTD | -49.3% | +22.8% | -72.1% | -56.5% |
| 1Y | -49.7% | -1.1% | -48.6% | -50.2% |
| 3Y | -38.0% | +70.5% | -108.5% | -62.4% |
| All | -38.4% | +103.4% | -141.8% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling