+4.2%
ITW vs MOS
-17.5%
+21.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.7% |
| 7D | -3.6% | +9.5% | -13.1% | -4.5% |
| 30D | -9.1% | +10.4% | -19.6% | -10.1% |
| 3M | +8.2% | +12.9% | -4.7% | +6.4% |
| 6M | -4.8% | +1.2% | -6.0% | -6.2% |
| YTD | +11.0% | +9.3% | +1.7% | +8.1% |
| 1Y | +4.2% | -18.0% | +22.2% | +3.6% |
| All | +4.2% | -17.5% | +21.7% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling