+92.1%
MA vs ITW
+38.8%
+53.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.8% | -1.6% | -0.2% | -0.9% |
| 30D | +11.0% | +8.9% | +2.1% | +5.9% |
| 3M | +17.9% | -0.9% | +18.7% | +18.4% |
| 6M | +33.2% | +16.0% | +17.2% | +21.8% |
| YTD | +16.5% | +19.4% | -3.0% | +3.5% |
| 1Y | +19.1% | +20.7% | -1.6% | +5.1% |
| 3Y | +70.6% | +33.4% | +37.1% | +38.1% |
| 5Y | +92.1% | +39.1% | +53.0% | +41.1% |
| All | +92.1% | +38.8% | +53.3% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling