+15,819.0%
MA vs ITW
+835.2%
+14,983.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | +1.3% | +2.3% | -1.0% | -0.3% |
| 30D | +9.6% | +6.7% | +2.9% | +5.0% |
| 3M | +16.8% | -0.5% | +17.3% | +17.1% |
| 6M | +35.2% | +16.4% | +18.8% | +21.3% |
| YTD | +16.6% | +19.0% | -2.4% | +2.0% |
| 1Y | +19.8% | +20.2% | -0.4% | +4.0% |
| 3Y | +70.7% | +33.1% | +37.6% | +36.0% |
| 5Y | +87.4% | +35.7% | +51.7% | +45.2% |
| 10Y | +570.0% | +194.0% | +376.0% | +191.9% |
| All | +15,819.0% | +835.2% | +14,983.9% | +3,083.6% |
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 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