+203.9%
ITW vs MAS
+214.9%
-11.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -0.8% |
| 7D | +0.9% | +2.4% | -1.5% | -0.4% |
| 30D | +7.6% | +19.8% | -12.3% | -2.3% |
| 3M | -4.0% | +9.8% | -13.9% | -9.1% |
| 6M | +9.2% | +15.8% | -6.6% | -0.4% |
| YTD | +16.2% | +31.8% | -15.6% | -2.4% |
| 1Y | +17.9% | +35.4% | -17.4% | -2.5% |
| 3Y | +30.6% | +59.2% | -28.6% | -4.6% |
| 5Y | +35.2% | +41.2% | -6.1% | +2.9% |
| All | +203.9% | +214.9% | -11.0% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling