+9,101.3%
ITW vs MOS
+155.8%
+8,945.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | -3.6% | +9.5% | -13.1% | -5.4% |
| 30D | -9.1% | +10.4% | -19.6% | -11.2% |
| 3M | +8.2% | +12.9% | -4.7% | +4.9% |
| 6M | -4.8% | +1.2% | -6.0% | -6.3% |
| YTD | +11.0% | +9.3% | +1.7% | +7.2% |
| 1Y | +4.2% | -18.0% | +22.2% | +6.4% |
| 3Y | +17.3% | -29.0% | +46.3% | +20.6% |
| 5Y | +33.0% | -9.6% | +42.6% | +24.1% |
| 10Y | +182.3% | +6.1% | +176.3% | +132.7% |
| All | +9,101.3% | +155.8% | +8,945.5% | +4,814.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling