+3.6%
ITW vs MSFU
-20.3%
+23.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -2.4% | -6.9% | +4.6% | -2.7% |
| 30D | -9.5% | -5.1% | -4.4% | -9.8% |
| 3M | +6.6% | +44.6% | -38.0% | +9.9% |
| 6M | -1.8% | +32.8% | -34.6% | +0.3% |
| YTD | +9.0% | -10.1% | +19.1% | +7.8% |
| 1Y | +3.6% | -19.4% | +22.9% | +1.7% |
| All | +3.6% | -20.3% | +23.9% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling