-45.2%
INTU vs MTSI
+59.5%
-104.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.2% |
| 7D | +8.7% | -10.7% | +19.3% | +5.4% |
| 30D | +25.9% | -29.0% | +54.9% | +15.7% |
| 3M | +10.7% | -14.7% | +25.4% | +9.0% |
| 6M | -11.6% | -20.1% | +8.5% | -14.3% |
| YTD | -45.4% | +36.1% | -81.5% | -44.8% |
| 1Y | -45.2% | +61.7% | -107.0% | -45.6% |
| All | -45.2% | +59.5% | -104.8% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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