+9,685.2%
ITW vs MAS
+1,664.8%
+8,020.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -1.5% |
| 7D | +1.4% | +4.6% | -3.1% | -0.2% |
| 30D | +6.8% | +19.9% | -13.0% | -0.2% |
| 3M | -3.4% | +8.9% | -12.3% | -6.7% |
| 6M | +13.5% | +20.2% | -6.6% | +5.1% |
| YTD | +18.1% | +33.9% | -15.8% | +4.3% |
| 1Y | +19.4% | +34.7% | -15.2% | +5.2% |
| 3Y | +31.5% | +60.4% | -28.8% | +7.2% |
| 5Y | +37.3% | +43.5% | -6.2% | +15.0% |
| 10Y | +217.2% | +226.7% | -9.5% | +96.4% |
| All | +9,685.2% | +1,664.8% | +8,020.4% | +2,822.7% |
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 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