-40.0%
INTU vs MTSI
+153.3%
-193.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -18.4% | +17.8% | +2.2% |
| 7D | +7.1% | -24.6% | +31.7% | +11.3% |
| 30D | +23.0% | -45.7% | +68.7% | +34.3% |
| 3M | +8.7% | -27.7% | +36.5% | +10.2% |
| 6M | -10.1% | -37.3% | +27.2% | -10.0% |
| YTD | -45.7% | +11.1% | -56.8% | -57.5% |
| 1Y | -45.1% | +27.2% | -72.3% | -59.7% |
| 3Y | -26.9% | +153.7% | -180.6% | -66.1% |
| 5Y | -40.0% | +159.0% | -198.9% | -74.4% |
| All | -40.0% | +153.3% | -193.3% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling