-38.4%
INTU vs MTSI
+320.9%
-359.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.5% | -6.8% | -4.1% |
| 7D | -7.1% | +1.4% | -8.5% | -7.4% |
| 30D | +1.5% | +2.1% | -0.6% | -0.3% |
| 3M | +10.7% | -29.7% | +40.4% | +17.5% |
| 6M | -23.8% | +12.5% | -36.4% | -32.9% |
| YTD | -49.3% | +57.0% | -106.3% | -61.5% |
| 1Y | -49.7% | +103.9% | -153.6% | -66.4% |
| 3Y | -38.0% | +223.6% | -261.6% | -70.3% |
| All | -38.4% | +320.9% | -359.3% | -75.7% |
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 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