+237.9%
INTU vs MTSI
+454.4%
-216.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | -1.2% | -3.8% | +2.6% | -1.2% |
| 30D | +12.4% | -31.4% | +43.8% | +18.9% |
| 3M | +2.3% | -23.8% | +26.0% | +4.3% |
| 6M | -13.3% | -37.1% | +23.8% | -10.5% |
| YTD | -47.9% | +32.2% | -80.1% | -56.7% |
| 1Y | -47.2% | +26.9% | -74.1% | -55.8% |
| 3Y | -33.9% | +193.7% | -227.6% | -57.9% |
| 5Y | -41.3% | +218.0% | -259.4% | -64.0% |
| 10Y | +237.9% | +477.8% | -239.9% | +54.7% |
| All | +237.9% | +454.4% | -216.5% | +54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling