-38.1%
INTU vs MTSI
+224.7%
-262.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.5% | -6.8% | -3.5% |
| 7D | -7.1% | +1.4% | -8.5% | -7.1% |
| 30D | +1.5% | +2.1% | -0.6% | +0.8% |
| 3M | +10.7% | -29.7% | +40.4% | +13.5% |
| 6M | -23.8% | +12.5% | -36.4% | -29.1% |
| YTD | -49.3% | +57.0% | -106.3% | -57.1% |
| 1Y | -49.7% | +103.9% | -153.6% | -61.0% |
| All | -38.1% | +224.7% | -262.8% | -62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling