+0.6%
MOS vs CDW
+338.4%
-337.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.8% |
| 7D | +5.5% | +2.6% | +2.9% | +4.0% |
| 30D | +21.0% | +20.4% | +0.6% | +10.9% |
| 3M | -0.5% | +28.5% | -28.9% | -12.3% |
| 6M | +6.6% | +70.6% | -64.0% | -19.9% |
| YTD | -2.8% | +29.1% | -31.9% | -19.1% |
| 1Y | -8.1% | +23.8% | -31.8% | -22.0% |
| 3Y | -25.6% | -14.5% | -11.1% | -25.8% |
| 5Y | -29.8% | -1.6% | -28.2% | -37.6% |
| 10Y | +0.6% | +322.0% | -321.5% | -51.4% |
| All | +0.6% | +338.4% | -337.9% | -51.4% |
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 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