+499.0%
MA vs ITW
+191.6%
+307.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.7% |
| 7D | -3.5% | -2.4% | -1.1% | -2.0% |
| 30D | +0.7% | -9.5% | +10.2% | +7.2% |
| 3M | +15.8% | +6.6% | +9.1% | +10.6% |
| 6M | +10.2% | -1.8% | +12.0% | +10.5% |
| YTD | -0.5% | +9.0% | -9.5% | -7.3% |
| 1Y | -1.8% | +3.6% | -5.4% | -5.6% |
| 3Y | +38.7% | +19.4% | +19.3% | +19.5% |
| 5Y | +67.6% | +36.4% | +31.2% | +29.6% |
| All | +499.0% | +191.6% | +307.4% | +192.0% |
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