+10.1%
ITW vs MSTZ
-99.1%
+109.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.6% | -6.1% | +0.6% |
| 7D | -2.4% | +24.8% | -27.2% | -1.9% |
| 30D | -9.5% | -59.2% | +49.7% | -10.7% |
| 3M | +6.6% | -56.9% | +63.5% | +5.9% |
| 6M | -1.8% | -57.6% | +55.8% | -2.0% |
| YTD | +9.0% | -73.6% | +82.6% | +8.8% |
| 1Y | +3.6% | -15.6% | +19.1% | +8.0% |
| All | +10.1% | -99.1% | +109.2% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling