+554.6%
ITW vs MTSI
+1,308.1%
-753.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.0% | -1.1% |
| 7D | -3.6% | +1.4% | -5.0% | -3.8% |
| 30D | -9.1% | +2.1% | -11.2% | -9.9% |
| 3M | +8.2% | -29.7% | +37.9% | +13.0% |
| 6M | -4.8% | +12.5% | -17.3% | -8.6% |
| YTD | +11.0% | +57.0% | -46.0% | +0.5% |
| 1Y | +4.2% | +103.9% | -99.7% | -10.3% |
| 3Y | +17.3% | +223.6% | -206.3% | -9.5% |
| 5Y | +33.0% | +321.6% | -288.6% | -3.6% |
| 10Y | +182.3% | +517.7% | -335.4% | +67.9% |
| All | +554.6% | +1,308.1% | -753.5% | +238.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling