+197.3%
MKSI vs ITW
+20.2%
+177.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.0% |
| 7D | +2.7% | -0.7% | +3.4% | +3.4% |
| 30D | -12.8% | -8.3% | -4.5% | -5.2% |
| 3M | -22.5% | +6.0% | -28.5% | -28.9% |
| 6M | +19.4% | 0.0% | +19.4% | +16.6% |
| YTD | +67.7% | +10.2% | +57.5% | +44.5% |
| 1Y | +131.4% | +3.2% | +128.2% | +115.3% |
| 3Y | +197.3% | +21.0% | +176.3% | +128.4% |
| All | +197.3% | +20.2% | +177.1% | +128.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling