+73.5%
MSFT vs ITW
+35.1%
+38.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -3.5% | -2.4% | -1.1% | -2.6% |
| 30D | -2.1% | -9.5% | +7.5% | +1.8% |
| 3M | +24.2% | +6.6% | +17.5% | +20.0% |
| 6M | +21.9% | -1.8% | +23.6% | +21.6% |
| YTD | +2.5% | +9.0% | -6.5% | -3.5% |
| 1Y | -0.8% | +3.6% | -4.3% | -4.4% |
| 3Y | +50.8% | +19.4% | +31.3% | +30.2% |
| 5Y | +73.5% | +36.4% | +37.1% | +28.6% |
| All | +73.5% | +35.1% | +38.4% | +28.6% |
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