+47.4%
MAS vs CDW
-3.6%
+51.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +12.7% | -7.0% | +0.9% |
| 7D | +14.2% | +3.7% | +10.4% | +12.3% |
| 30D | +26.8% | +26.0% | +0.8% | +15.8% |
| 3M | +13.1% | +10.1% | +3.0% | +7.7% |
| 6M | +27.9% | +26.1% | +1.9% | +11.4% |
| YTD | +38.7% | +25.9% | +12.8% | +19.8% |
| 1Y | +40.4% | +21.5% | +18.8% | +23.5% |
| 3Y | +66.1% | -15.7% | +81.8% | +71.4% |
| 5Y | +47.4% | -2.3% | +49.7% | +33.6% |
| All | +47.4% | -3.6% | +51.0% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling