-44.8%
INTU vs MSTU
-89.5%
+44.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.3% | -3.7% |
| 7D | +0.1% | -4.3% | +4.4% | +0.2% |
| 30D | +15.4% | -34.6% | +50.0% | +17.3% |
| 3M | +6.6% | +39.0% | -32.5% | +2.6% |
| 6M | -11.3% | -70.5% | +59.2% | -8.4% |
| YTD | -47.7% | -68.6% | +20.9% | -47.5% |
| 1Y | -47.0% | -88.6% | +41.6% | -44.3% |
| All | -44.8% | -89.5% | +44.7% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling