+30.6%
ITW vs MAS
+58.1%
-27.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.4% | -0.8% |
| 7D | +0.9% | +2.0% | -1.1% | +0.1% |
| 30D | +7.6% | +19.4% | -11.8% | 0.0% |
| 3M | -4.0% | +9.4% | -13.5% | -7.8% |
| 6M | +9.2% | +15.3% | -6.1% | +1.8% |
| YTD | +16.2% | +31.3% | -15.1% | +1.2% |
| 1Y | +17.9% | +34.9% | -16.9% | +1.4% |
| 3Y | +30.6% | +58.6% | -28.0% | +9.9% |
| All | +30.6% | +58.1% | -27.6% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling