+19.7%
ITW vs MTSI
+224.7%
-205.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.0% | -0.9% |
| 7D | -3.6% | +1.4% | -5.0% | -3.7% |
| 30D | -9.1% | +2.1% | -11.2% | -9.6% |
| 3M | +8.2% | -29.7% | +37.9% | +11.6% |
| 6M | -4.8% | +12.5% | -17.3% | -7.6% |
| YTD | +11.0% | +57.0% | -46.0% | +3.4% |
| 1Y | +4.2% | +103.9% | -99.7% | -6.8% |
| All | +19.7% | +224.7% | -205.0% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling