+57.4%
MAR vs ITW
+24.0%
+33.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.3% | +0.7% |
| 7D | +7.7% | +6.3% | +1.4% | +4.0% |
| 30D | +19.4% | +11.1% | +8.3% | +12.5% |
| 3M | +23.3% | +0.1% | +23.2% | +23.1% |
| 6M | +22.8% | +18.1% | +4.8% | +10.1% |
| YTD | +37.8% | +21.4% | +16.4% | +19.1% |
| 1Y | +57.4% | +22.9% | +34.5% | +33.8% |
| All | +57.4% | +24.0% | +33.3% | +33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling