+2,417.1%
MSCI vs ITW
+672.7%
+1,744.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | +0.4% | -3.6% | +4.0% | +2.9% |
| 30D | +0.6% | -9.1% | +9.7% | +7.3% |
| 3M | -7.1% | +8.2% | -15.3% | -12.6% |
| 6M | +0.8% | -4.8% | +5.6% | +3.1% |
| YTD | +1.0% | +11.0% | -10.0% | -8.2% |
| 1Y | +4.3% | +4.2% | +0.1% | -1.2% |
| 3Y | +9.9% | +17.3% | -7.3% | -5.8% |
| 5Y | -6.8% | +33.0% | -39.8% | -27.1% |
| 10Y | +614.7% | +182.3% | +432.3% | +199.0% |
| All | +2,417.1% | +672.7% | +1,744.4% | +373.7% |
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