+11.5%
ITW vs MSTZ
-99.2%
+110.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.2% | -8.7% | -0.4% |
| 7D | -0.4% | -25.4% | +24.9% | -0.8% |
| 30D | -9.4% | -60.9% | +51.4% | -10.7% |
| 3M | +7.1% | -54.2% | +61.3% | +6.6% |
| 6M | -1.9% | -65.0% | +63.1% | -2.5% |
| YTD | +10.4% | -76.5% | +86.9% | +9.9% |
| 1Y | +3.3% | -23.4% | +26.7% | +7.6% |
| All | +11.5% | -99.2% | +110.7% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling