+7.6%
MOS vs CDW
+303.2%
-295.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | +21.6% | +2.1% | +19.5% | +20.6% |
| 30D | +12.0% | +14.7% | -2.8% | +4.9% |
| 3M | -3.9% | +11.1% | -15.0% | -9.6% |
| 6M | -3.3% | +45.6% | -48.9% | -21.7% |
| YTD | -4.6% | +17.1% | -21.7% | -17.0% |
| 1Y | -7.0% | +13.2% | -20.1% | -17.8% |
| 3Y | -24.4% | -22.2% | -2.2% | -21.5% |
| 5Y | -32.1% | -10.1% | -22.0% | -37.2% |
| All | +7.6% | +303.2% | -295.5% | -39.5% |
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