-42.2%
INTU vs MTSI
+183.3%
-225.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +10.8% | -14.6% | -5.3% |
| 7D | +0.1% | -10.0% | +10.1% | +1.2% |
| 30D | +15.4% | -37.2% | +52.6% | +23.0% |
| 3M | +6.6% | -30.1% | +36.6% | +9.9% |
| 6M | -11.3% | -31.9% | +20.6% | -12.1% |
| YTD | -47.7% | +23.2% | -70.9% | -59.7% |
| 1Y | -47.0% | +26.4% | -73.4% | -59.9% |
| 3Y | -29.9% | +186.2% | -216.1% | -68.3% |
| All | -42.2% | +183.3% | -225.5% | -75.5% |
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