+503.0%
MAS vs CDW
+1,010.9%
-507.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +12.7% | -7.0% | +0.5% |
| 7D | +14.2% | +3.7% | +10.4% | +12.1% |
| 30D | +26.8% | +26.0% | +0.8% | +15.0% |
| 3M | +13.1% | +10.1% | +3.0% | +7.1% |
| 6M | +27.9% | +26.1% | +1.9% | +10.6% |
| YTD | +38.7% | +25.9% | +12.8% | +19.1% |
| 1Y | +40.4% | +21.5% | +18.8% | +22.4% |
| 3Y | +66.1% | -15.7% | +81.8% | +67.8% |
| 5Y | +47.4% | -2.3% | +49.7% | +37.6% |
| 10Y | +238.3% | +337.4% | -99.1% | +64.0% |
| All | +503.0% | +1,010.9% | -507.9% | +166.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling