+878.4%
MSFT vs ITW
+194.8%
+683.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.1% |
| 7D | -0.8% | -0.7% | -0.1% | -0.5% |
| 30D | +0.8% | -8.3% | +9.2% | +5.2% |
| 3M | +27.2% | +6.0% | +21.2% | +22.7% |
| 6M | +22.9% | 0.0% | +22.9% | +21.5% |
| YTD | +3.1% | +10.2% | -7.1% | -4.0% |
| 1Y | -0.3% | +3.2% | -3.5% | -4.2% |
| 3Y | +50.1% | +21.0% | +29.1% | +29.3% |
| 5Y | +74.6% | +37.9% | +36.7% | +37.3% |
| All | +878.4% | +194.8% | +683.5% | +419.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling