+145.1%
MS vs ITW
+34.1%
+110.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.6% |
| 7D | +1.4% | -3.6% | +4.9% | +3.8% |
| 30D | -0.3% | -9.1% | +8.9% | +6.3% |
| 3M | +0.3% | +8.2% | -7.9% | -5.8% |
| 6M | +31.3% | -4.8% | +36.1% | +34.5% |
| YTD | +24.7% | +11.0% | +13.6% | +13.4% |
| 1Y | +47.9% | +4.2% | +43.7% | +40.3% |
| 3Y | +178.3% | +17.3% | +161.1% | +139.6% |
| All | +145.1% | +34.1% | +110.9% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling