+185.8%
ITW vs MTSI
+529.6%
-343.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.9% |
| 7D | -0.4% | +4.9% | -5.3% | -1.2% |
| 30D | -9.4% | -11.6% | +2.2% | -7.9% |
| 3M | +7.1% | -24.1% | +31.2% | +10.7% |
| 6M | -1.9% | +32.4% | -34.3% | -8.4% |
| YTD | +10.4% | +60.4% | -50.0% | -0.8% |
| 1Y | +3.3% | +111.0% | -107.7% | -12.2% |
| 3Y | +21.0% | +246.1% | -225.1% | -9.0% |
| 5Y | +36.3% | +340.3% | -304.0% | -3.7% |
| 10Y | +185.8% | +539.5% | -353.7% | +56.2% |
| All | +185.8% | +529.6% | -343.8% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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