+573.4%
INTU vs MTSI
+896.6%
-323.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -18.4% | +17.8% | +2.7% |
| 7D | +7.1% | -24.6% | +31.7% | +11.9% |
| 30D | +23.0% | -45.7% | +68.7% | +35.1% |
| 3M | +8.7% | -27.7% | +36.5% | +11.4% |
| 6M | -10.1% | -37.3% | +27.2% | -8.0% |
| YTD | -45.7% | +11.1% | -56.8% | -52.2% |
| 1Y | -45.1% | +27.2% | -72.3% | -53.4% |
| 3Y | -26.9% | +153.7% | -180.6% | -48.9% |
| 5Y | -40.0% | +159.0% | -198.9% | -58.7% |
| 10Y | +265.4% | +405.6% | -140.2% | +97.4% |
| All | +573.4% | +896.6% | -323.2% | +237.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling