+196.2%
ITW vs MAS
+219.2%
-23.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.1% |
| 7D | +0.5% | +3.6% | -3.1% | -1.4% |
| 30D | +9.1% | +23.8% | -14.8% | -2.7% |
| 3M | -1.6% | +14.4% | -16.0% | -8.6% |
| 6M | +14.5% | +19.7% | -5.3% | +2.6% |
| YTD | +19.2% | +36.0% | -16.8% | -1.5% |
| 1Y | +20.9% | +40.4% | -19.4% | -1.9% |
| 3Y | +33.1% | +58.9% | -25.8% | -2.5% |
| 5Y | +38.2% | +44.5% | -6.3% | +4.1% |
| 10Y | +196.2% | +214.8% | -18.6% | +45.0% |
| All | +196.2% | +219.2% | -23.1% | +45.0% |
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