+5,423.2%
MS vs ITW
+5,944.5%
-521.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.1% | +1.4% |
| 7D | +0.7% | -1.1% | +1.9% | +1.8% |
| 30D | -0.9% | +8.6% | -9.5% | -7.6% |
| 3M | -13.0% | -2.7% | -10.3% | -11.3% |
| 6M | -2.0% | +14.0% | -15.9% | -13.3% |
| YTD | +7.8% | +18.6% | -10.8% | -8.9% |
| 1Y | +17.9% | +19.8% | -1.9% | -1.5% |
| 3Y | +174.8% | +34.8% | +140.0% | +105.5% |
| 5Y | +119.9% | +37.5% | +82.4% | +59.0% |
| 10Y | +578.8% | +199.9% | +378.9% | +149.5% |
| All | +5,423.2% | +5,944.5% | -521.3% | +394.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling