+199.9%
ITW vs MTSI
+512.4%
-312.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.0% | -7.0% | +0.7% |
| 7D | -1.1% | +3.5% | -4.7% | -2.1% |
| 30D | +8.6% | -30.3% | +38.9% | +13.6% |
| 3M | -2.7% | -26.0% | +23.3% | +0.2% |
| 6M | +14.0% | -36.1% | +50.1% | +18.8% |
| YTD | +18.6% | +34.3% | -15.7% | +7.9% |
| 1Y | +19.8% | +35.3% | -15.5% | +8.5% |
| 3Y | +34.8% | +217.6% | -182.8% | +1.1% |
| 5Y | +37.5% | +210.1% | -172.6% | +1.3% |
| 10Y | +199.9% | +471.4% | -271.5% | +68.9% |
| All | +199.9% | +512.4% | -312.4% | +68.9% |
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