+584.1%
MA vs ITW
+191.9%
+392.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | -0.5% | +0.5% | -1.0% | -0.8% |
| 30D | +7.9% | +7.7% | +0.2% | +3.0% |
| 3M | +16.8% | -1.3% | +18.1% | +17.6% |
| 6M | +31.0% | +15.5% | +15.5% | +18.8% |
| YTD | +15.0% | +18.6% | -3.6% | +1.5% |
| 1Y | +17.0% | +19.8% | -2.8% | +2.5% |
| 3Y | +68.5% | +32.5% | +36.0% | +35.6% |
| 5Y | +85.0% | +35.3% | +49.6% | +44.1% |
| All | +584.1% | +191.9% | +392.2% | +212.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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