+528.4%
INTU vs MTSI
+1,308.1%
-779.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.5% | -6.8% | -4.0% |
| 7D | -7.1% | +1.4% | -8.5% | -7.4% |
| 30D | +1.5% | +2.1% | -0.6% | 0.0% |
| 3M | +10.7% | -29.7% | +40.4% | +15.9% |
| 6M | -23.8% | +12.5% | -36.4% | -29.6% |
| YTD | -49.3% | +57.0% | -106.3% | -57.1% |
| 1Y | -49.7% | +103.9% | -153.6% | -60.3% |
| 3Y | -38.0% | +223.6% | -261.6% | -57.3% |
| 5Y | -38.7% | +321.6% | -360.3% | -60.5% |
| 10Y | +221.3% | +517.7% | -296.4% | +70.1% |
| All | +528.4% | +1,308.1% | -779.7% | +203.4% |
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 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