+37.5%
ITW vs MAS
+47.3%
-9.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.5% | -2.4% | 0.0% |
| 7D | -1.1% | +3.3% | -4.4% | -2.6% |
| 30D | +8.6% | +25.5% | -16.9% | -2.2% |
| 3M | -2.7% | +11.8% | -14.5% | -7.8% |
| 6M | +14.0% | +21.3% | -7.4% | +3.0% |
| YTD | +18.6% | +37.7% | -19.1% | -0.1% |
| 1Y | +19.8% | +41.0% | -21.2% | -0.4% |
| 3Y | +34.8% | +63.0% | -28.2% | +1.7% |
| 5Y | +37.5% | +44.1% | -6.6% | +8.7% |
| All | +37.5% | +47.3% | -9.8% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling