+199.9%
ITW vs MOS
+6.2%
+193.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.2% | +1.7% |
| 7D | -1.1% | +19.7% | -20.8% | -5.2% |
| 30D | +8.6% | +21.5% | -12.9% | +3.7% |
| 3M | -2.7% | -0.4% | -2.3% | -3.4% |
| 6M | +14.0% | +4.5% | +9.4% | +11.4% |
| YTD | +18.6% | -2.9% | +21.5% | +16.5% |
| 1Y | +19.8% | -7.7% | +27.5% | +18.8% |
| 3Y | +34.8% | -25.6% | +60.5% | +36.7% |
| 5Y | +37.5% | -31.2% | +68.7% | +33.1% |
| 10Y | +199.9% | +2.8% | +197.1% | +130.4% |
| All | +199.9% | +6.2% | +193.8% | +130.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling