-47.3%
INTU vs MSTU
-89.5%
+42.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.2% | +0.6% |
| 7D | -3.9% | -27.7% | +23.8% | -2.5% |
| 30D | +12.0% | -40.3% | +52.3% | +14.1% |
| 3M | +2.3% | +26.4% | -24.1% | -1.3% |
| 6M | -12.1% | -75.7% | +63.6% | -7.6% |
| YTD | -47.5% | -71.9% | +24.3% | -47.5% |
| All | -47.3% | -89.5% | +42.2% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling