-3.5%
MSFU vs CDW
+13.2%
-16.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +12.7% | +0.8% | +9.5% |
| 7D | +8.2% | +3.7% | +4.4% | +6.6% |
| 30D | +10.2% | +26.0% | -15.8% | +3.2% |
| 3M | +22.9% | +10.1% | +12.8% | +18.7% |
| 6M | +63.2% | +26.1% | +37.1% | +47.3% |
| YTD | +11.7% | +25.9% | -14.1% | +1.6% |
| 1Y | -3.5% | +21.5% | -25.0% | -12.0% |
| All | -3.5% | +13.2% | -16.7% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling