+96.0%
MA vs INTU
-42.9%
+138.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +0.8% |
| 7D | -0.3% | -3.9% | +3.6% | +0.8% |
| 30D | +11.3% | +11.7% | -0.4% | +7.6% |
| 3M | +16.7% | +4.5% | +12.2% | +14.5% |
| 6M | +32.8% | -13.9% | +46.7% | +36.0% |
| YTD | +15.6% | -48.2% | +63.8% | +39.3% |
| 1Y | +19.6% | -47.1% | +66.7% | +42.8% |
| 3Y | +72.1% | -32.5% | +104.6% | +80.8% |
| 5Y | +96.0% | -42.6% | +138.6% | +103.1% |
| All | +96.0% | -42.9% | +138.9% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 INTU 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