+3.3%
ITW vs MOS
-15.9%
+19.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.2% | -0.8% |
| 7D | -0.4% | +7.1% | -7.5% | -1.1% |
| 30D | -9.4% | +15.0% | -24.5% | -10.7% |
| 3M | +7.1% | +24.1% | -17.0% | +4.3% |
| 6M | -1.9% | +2.7% | -4.6% | -3.4% |
| YTD | +10.4% | +12.2% | -1.7% | +7.2% |
| 1Y | +3.3% | -16.3% | +19.6% | +2.5% |
| All | +3.3% | -15.9% | +19.2% | +2.5% |
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