+133,470.8%
MSFT vs ITW
+9,591.0%
+123,879.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -1.8% |
| 7D | -2.7% | -3.6% | +0.9% | -1.1% |
| 30D | +2.7% | -9.1% | +11.9% | +7.3% |
| 3M | +17.0% | +8.2% | +8.7% | +12.1% |
| 6M | +23.8% | -4.8% | +28.6% | +25.4% |
| YTD | +4.0% | +11.0% | -7.1% | -2.5% |
| 1Y | -0.8% | +4.2% | -5.1% | -4.7% |
| 3Y | +55.6% | +17.3% | +38.3% | +39.7% |
| 5Y | +72.9% | +33.0% | +39.9% | +45.5% |
| 10Y | +875.8% | +182.3% | +693.5% | +467.4% |
| All | +133,470.8% | +9,591.0% | +123,879.8% | +18,979.6% |
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 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