+2,800.3%
MSCI vs ITW
+727.8%
+2,072.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.2% |
| 7D | +3.0% | +2.3% | +0.7% | +1.4% |
| 30D | +17.8% | +6.7% | +11.1% | +12.8% |
| 3M | +15.2% | -0.5% | +15.7% | +15.5% |
| 6M | +16.5% | +16.4% | +0.1% | +4.1% |
| YTD | +16.4% | +19.0% | -2.6% | +0.8% |
| 1Y | +16.8% | +20.2% | -3.4% | +0.3% |
| 3Y | +35.8% | +33.1% | +2.7% | +6.5% |
| 5Y | +7.0% | +35.7% | -28.7% | -17.4% |
| 10Y | +818.6% | +194.0% | +624.5% | +274.9% |
| All | +2,800.3% | +727.8% | +2,072.5% | +420.2% |
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