-43.2%
INTU vs MSI
+124.3%
-167.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +0.1% | +3.2% | -3.2% | -1.8% |
| 30D | +10.1% | +17.6% | -7.5% | +0.3% |
| 3M | -4.2% | +14.5% | -18.7% | -11.3% |
| 6M | -7.2% | +34.3% | -41.5% | -22.4% |
| YTD | -47.7% | +39.7% | -87.4% | -58.3% |
| 1Y | -46.7% | +40.2% | -86.9% | -57.6% |
| 3Y | -34.1% | +77.1% | -111.2% | -59.6% |
| All | -43.2% | +124.3% | -167.5% | -73.0% |
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