+7.5%
MOS vs CDW
+306.8%
-299.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.1% | +9.4% | +6.0% |
| 7D | +22.5% | -4.1% | +26.6% | +24.5% |
| 30D | +6.6% | +16.7% | -10.1% | -0.8% |
| 3M | -3.8% | +13.6% | -17.4% | -10.4% |
| 6M | -2.2% | +17.0% | -19.2% | -13.5% |
| YTD | -4.8% | +18.1% | -22.9% | -17.5% |
| 1Y | -11.7% | +10.5% | -22.2% | -20.8% |
| 3Y | -26.5% | -20.9% | -5.6% | -24.3% |
| 5Y | -32.2% | -9.3% | -22.9% | -37.5% |
| All | +7.5% | +306.8% | -299.3% | -39.8% |
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