+185.1%
ITW vs MSI
+601.8%
-416.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | -2.4% | -1.8% | -0.6% | -1.6% |
| 30D | -9.5% | -0.6% | -8.9% | -9.4% |
| 3M | +6.6% | +13.0% | -6.4% | +0.5% |
| 6M | -1.8% | +0.5% | -2.3% | -3.0% |
| YTD | +9.0% | +21.7% | -12.7% | -1.7% |
| 1Y | +3.6% | -2.6% | +6.2% | +3.3% |
| 3Y | +19.4% | +69.7% | -50.2% | -10.9% |
| 5Y | +36.4% | +102.8% | -66.4% | -8.5% |
| All | +185.1% | +601.8% | -416.7% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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