-10.1%
MSCI vs ITW
+33.8%
-43.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.7% |
| 7D | -1.1% | -1.9% | +0.8% | +0.1% |
| 30D | -1.2% | -10.4% | +9.2% | +5.7% |
| 3M | -8.4% | +3.5% | -11.9% | -11.0% |
| 6M | -1.0% | -3.4% | +2.3% | +0.1% |
| YTD | -2.3% | +8.5% | -10.8% | -9.9% |
| 1Y | -1.2% | +3.2% | -4.4% | -5.8% |
| 3Y | +7.9% | +18.9% | -11.0% | -10.5% |
| 5Y | -10.1% | +35.0% | -45.1% | -36.8% |
| All | -10.1% | +33.8% | -43.9% | -36.8% |
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