+553.7%
MS vs ITW
+200.2%
+353.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | -0.1% |
| 7D | +0.8% | +0.5% | +0.3% | +0.5% |
| 30D | -0.7% | +9.1% | -9.7% | -7.4% |
| 3M | -12.4% | -1.6% | -10.8% | -11.5% |
| 6M | -1.7% | +14.5% | -16.2% | -13.0% |
| YTD | +8.0% | +19.2% | -11.1% | -8.6% |
| 1Y | +16.2% | +20.9% | -4.7% | -3.2% |
| 3Y | +171.3% | +33.1% | +138.2% | +105.6% |
| 5Y | +124.8% | +38.2% | +86.6% | +61.7% |
| 10Y | +553.7% | +196.2% | +357.5% | +153.2% |
| All | +553.7% | +200.2% | +353.5% | +153.2% |
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