+11.3%
ITW vs MSTZ
-99.1%
+110.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +1.0% |
| 7D | -0.7% | +17.0% | -17.8% | -0.4% |
| 30D | -8.3% | -61.8% | +53.5% | -9.6% |
| 3M | +6.0% | -54.6% | +60.6% | +5.4% |
| 6M | 0.0% | -59.3% | +59.2% | -0.3% |
| YTD | +10.2% | -74.6% | +84.8% | +9.9% |
| 1Y | +3.2% | -18.8% | +22.0% | +7.6% |
| All | +11.3% | -99.1% | +110.4% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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