+9,101.3%
ITW vs MAS
+1,430.5%
+7,670.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.2% |
| 7D | -3.6% | -0.8% | -2.8% | -3.3% |
| 30D | -9.1% | -5.6% | -3.6% | -7.3% |
| 3M | +8.2% | +4.4% | +3.8% | +5.8% |
| 6M | -4.8% | +7.2% | -12.0% | -8.3% |
| YTD | +11.0% | +16.1% | -5.1% | +3.6% |
| 1Y | +4.2% | +0.1% | +4.1% | +2.7% |
| 3Y | +17.3% | +28.3% | -11.0% | +3.8% |
| 5Y | +33.0% | +30.5% | +2.5% | +15.5% |
| 10Y | +182.3% | +139.1% | +43.2% | +95.0% |
| All | +9,101.3% | +1,430.5% | +7,670.8% | +2,803.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling