+9,757.5%
ITW vs MSI
+4,605.3%
+5,152.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +2.3% | +3.2% | -0.9% | +1.6% |
| 30D | +6.7% | +17.6% | -10.9% | +2.6% |
| 3M | -0.5% | +14.5% | -15.1% | -3.8% |
| 6M | +16.4% | +34.3% | -17.8% | +8.3% |
| YTD | +19.0% | +39.7% | -20.8% | +9.2% |
| 1Y | +20.2% | +40.2% | -20.0% | +10.3% |
| 3Y | +33.1% | +77.1% | -44.1% | +14.8% |
| 5Y | +35.7% | +124.0% | -88.4% | +10.3% |
| 10Y | +194.0% | +665.5% | -471.5% | +81.5% |
| All | +9,757.5% | +4,605.3% | +5,152.2% | +2,990.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling