+35.5%
ITW vs MOS
-32.4%
+67.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +0.9% | +21.6% | -20.7% | -2.1% |
| 30D | +7.6% | +12.0% | -4.4% | +5.5% |
| 3M | -4.0% | -3.9% | -0.2% | -4.0% |
| 6M | +9.2% | -3.3% | +12.5% | +8.8% |
| YTD | +16.2% | -4.6% | +20.9% | +15.1% |
| 1Y | +17.9% | -7.0% | +24.9% | +17.1% |
| 3Y | +30.6% | -24.4% | +55.0% | +30.9% |
| All | +35.5% | -32.4% | +67.9% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling