+803.2%
MS vs ITW
+183.0%
+620.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +1.0% |
| 7D | +1.7% | -1.9% | +3.6% | +3.2% |
| 30D | 0.0% | -10.4% | +10.4% | +9.1% |
| 3M | +3.0% | +3.5% | -0.5% | -0.8% |
| 6M | +35.7% | -3.4% | +39.0% | +37.5% |
| YTD | +23.3% | +8.5% | +14.8% | +12.6% |
| 1Y | +44.7% | +3.2% | +41.4% | +36.9% |
| 3Y | +178.0% | +18.9% | +159.1% | +131.6% |
| 5Y | +143.2% | +35.0% | +108.2% | +77.1% |
| 10Y | +803.2% | +188.6% | +614.5% | +241.4% |
| All | +803.2% | +183.0% | +620.2% | +241.4% |
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 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