+196.2%
ITW vs MOS
+3.2%
+193.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +0.5% | +24.8% | -24.3% | -4.5% |
| 30D | +9.1% | +22.7% | -13.6% | +3.9% |
| 3M | -1.6% | -1.2% | -0.3% | -2.0% |
| 6M | +14.5% | +5.5% | +8.9% | +11.7% |
| YTD | +19.2% | -2.0% | +21.1% | +16.8% |
| 1Y | +20.9% | -7.9% | +28.9% | +20.0% |
| 3Y | +33.1% | -25.0% | +58.1% | +34.8% |
| 5Y | +38.2% | -27.7% | +65.9% | +32.2% |
| 10Y | +196.2% | -1.6% | +197.7% | +127.8% |
| All | +196.2% | +3.2% | +193.0% | +127.8% |
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