+433.8%
MAR vs ITW
+194.8%
+239.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.9% |
| 7D | -0.5% | -0.7% | +0.2% | -0.1% |
| 30D | -5.4% | -8.3% | +2.9% | +0.5% |
| 3M | -15.5% | +6.0% | -21.5% | -19.4% |
| 6M | +3.0% | 0.0% | +3.0% | +2.3% |
| YTD | +8.5% | +10.2% | -1.7% | +0.4% |
| 1Y | +26.0% | +3.2% | +22.7% | +21.8% |
| 3Y | +68.6% | +21.0% | +47.6% | +45.2% |
| 5Y | +157.4% | +37.9% | +119.5% | +97.8% |
| All | +433.8% | +194.8% | +239.0% | +167.8% |
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 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