+56.5%
ITW vs MSFU
+87.3%
-30.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | +0.5% | -4.9% | +5.4% | +0.9% |
| 30D | +7.7% | -9.1% | +16.7% | +8.3% |
| 3M | -1.3% | +8.7% | -10.0% | -2.3% |
| 6M | +15.5% | +48.3% | -32.8% | +10.6% |
| YTD | +18.6% | -1.6% | +20.2% | +18.7% |
| 1Y | +19.8% | -13.6% | +33.4% | +22.3% |
| 3Y | +32.5% | +20.2% | +12.3% | +20.7% |
| All | +56.5% | +87.3% | -30.8% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling