+215.9%
MAS vs CDW
+303.2%
-87.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | +2.0% | +2.1% | -0.1% | +0.9% |
| 30D | +19.4% | +14.7% | +4.6% | +12.4% |
| 3M | +9.4% | +11.1% | -1.7% | +3.4% |
| 6M | +15.3% | +45.6% | -30.3% | -5.5% |
| YTD | +31.3% | +17.1% | +14.2% | +16.0% |
| 1Y | +34.9% | +13.2% | +21.7% | +21.0% |
| 3Y | +58.6% | -22.2% | +80.8% | +66.1% |
| 5Y | +40.7% | -10.1% | +50.8% | +35.6% |
| All | +215.9% | +303.2% | -87.3% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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