-47.0%
INTU vs MTSI
+38.8%
-85.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +10.8% | -14.6% | -0.7% |
| 7D | +0.1% | -10.0% | +10.1% | -2.1% |
| 30D | +15.4% | -37.2% | +52.6% | +2.8% |
| 3M | +6.6% | -30.1% | +36.6% | -0.4% |
| 6M | -11.3% | -31.9% | +20.6% | -16.9% |
| YTD | -47.7% | +23.2% | -70.9% | -48.2% |
| 1Y | -47.0% | +26.4% | -73.4% | -47.9% |
| All | -47.0% | +38.8% | -85.8% | -47.9% |
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