+14,729.7%
INTU vs MSI
+1,947.7%
+12,781.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.6% |
| 7D | +0.1% | +4.7% | -4.6% | -1.7% |
| 30D | +15.4% | +14.8% | +0.7% | +9.3% |
| 3M | +6.6% | +8.8% | -2.2% | +3.1% |
| 6M | -11.3% | +19.3% | -30.6% | -17.9% |
| YTD | -47.7% | +35.3% | -83.1% | -54.2% |
| 1Y | -47.0% | +33.8% | -80.8% | -53.4% |
| 3Y | -29.9% | +74.4% | -104.4% | -45.2% |
| 5Y | -42.2% | +120.5% | -162.7% | -58.4% |
| 10Y | +251.7% | +685.2% | -433.5% | +56.6% |
| All | +14,729.7% | +1,947.7% | +12,781.9% | +2,809.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling