+25.6%
ITW vs MAGS
+190.0%
-164.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -0.7% | +0.6% | -1.4% | -0.9% |
| 30D | -8.3% | +3.2% | -11.5% | -9.0% |
| 3M | +6.0% | +7.7% | -1.6% | +4.1% |
| 6M | 0.0% | +12.5% | -12.5% | -3.0% |
| YTD | +10.2% | +6.0% | +4.3% | +8.3% |
| 1Y | +3.2% | +14.4% | -11.2% | -0.8% |
| 3Y | +21.0% | +127.5% | -106.5% | -2.4% |
| All | +25.6% | +190.0% | -164.5% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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