+203.9%
ITW vs MAS
+213.7%
-9.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.4% | -0.6% |
| 7D | +0.9% | +2.0% | -1.1% | -0.2% |
| 30D | +7.6% | +19.4% | -11.8% | -2.1% |
| 3M | -4.0% | +9.4% | -13.5% | -8.9% |
| 6M | +9.2% | +15.3% | -6.1% | -0.2% |
| YTD | +16.2% | +31.3% | -15.1% | -2.2% |
| 1Y | +17.9% | +34.9% | -16.9% | -2.3% |
| 3Y | +30.6% | +58.6% | -28.0% | -4.4% |
| 5Y | +35.2% | +40.7% | -5.5% | +3.1% |
| All | +203.9% | +213.7% | -9.8% | +48.8% |
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