-33.5%
CDW vs MSTZ
-99.2%
+65.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -6.9% | -1.2% |
| 7D | -4.2% | -23.6% | +19.3% | -4.9% |
| 30D | +4.9% | -60.7% | +65.6% | +2.1% |
| 3M | +7.3% | -58.3% | +65.5% | +5.6% |
| 6M | +19.2% | -60.0% | +79.2% | +17.9% |
| YTD | +6.2% | -75.2% | +81.4% | +5.2% |
| 1Y | -14.0% | -19.9% | +5.9% | -7.9% |
| All | -33.5% | -99.2% | +65.6% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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