+13,824.1%
MA vs ITW
+772.9%
+13,051.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | -2.7% | -3.6% | +0.9% | -0.3% |
| 30D | +1.5% | -9.1% | +10.7% | +8.2% |
| 3M | +20.4% | +8.2% | +12.2% | +13.7% |
| 6M | +11.1% | -4.8% | +15.9% | +13.8% |
| YTD | +2.0% | +11.0% | -9.1% | -6.5% |
| 1Y | -2.2% | +4.2% | -6.4% | -6.5% |
| 3Y | +41.9% | +17.3% | +24.6% | +23.2% |
| 5Y | +75.4% | +33.0% | +42.4% | +37.5% |
| 10Y | +527.5% | +182.3% | +345.2% | +180.4% |
| All | +13,824.1% | +772.9% | +13,051.2% | +2,818.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling