+43.8%
ITW vs MSFU
+71.2%
-27.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -2.4% | -6.9% | +4.6% | -1.8% |
| 30D | -9.5% | -5.1% | -4.4% | -9.2% |
| 3M | +6.6% | +44.6% | -38.0% | +2.8% |
| 6M | -1.8% | +32.8% | -34.6% | -5.2% |
| YTD | +9.0% | -10.1% | +19.1% | +10.2% |
| 1Y | +3.6% | -19.4% | +22.9% | +6.1% |
| 3Y | +19.4% | +26.2% | -6.7% | +6.0% |
| All | +43.8% | +71.2% | -27.4% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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