+195.3%
ITW vs MAS
+217.4%
-22.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.6% | -1.8% | +0.2% | -0.7% |
| 30D | +8.9% | +23.6% | -14.7% | -2.7% |
| 3M | -0.9% | +12.4% | -13.3% | -7.1% |
| 6M | +16.0% | +21.9% | -5.9% | +2.9% |
| YTD | +19.4% | +36.1% | -16.7% | -1.4% |
| 1Y | +20.7% | +39.5% | -18.8% | -1.8% |
| 3Y | +33.4% | +59.1% | -25.7% | -2.3% |
| 5Y | +39.1% | +44.4% | -5.3% | +4.8% |
| 10Y | +195.3% | +217.0% | -21.7% | +44.3% |
| All | +195.3% | +217.4% | -22.1% | +44.3% |
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