+122.9%
MS vs ITW
+35.5%
+87.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | +5.1% | +2.3% | +2.7% | +3.5% |
| 30D | +5.7% | +6.7% | -1.0% | +1.3% |
| 3M | -12.2% | -0.5% | -11.6% | -12.0% |
| 6M | -0.5% | +16.4% | -16.9% | -11.1% |
| YTD | +9.8% | +19.0% | -9.1% | -4.6% |
| 1Y | +17.7% | +20.2% | -2.5% | +1.2% |
| 3Y | +176.8% | +33.1% | +143.7% | +117.8% |
| All | +122.9% | +35.5% | +87.4% | +57.0% |
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