+72.2%
MSFU vs CDW
-9.8%
+82.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.2% | +2.9% | 0.0% |
| 7D | -3.2% | -3.9% | +0.7% | -1.4% |
| 30D | -3.1% | +6.9% | -10.0% | -6.2% |
| 3M | +35.3% | +7.7% | +27.6% | +29.1% |
| 6M | +31.6% | +18.3% | +13.3% | +17.3% |
| YTD | -9.5% | +7.8% | -17.3% | -15.9% |
| 1Y | -18.4% | -12.2% | -6.2% | -15.5% |
| 3Y | +26.9% | -28.9% | +55.9% | +39.3% |
| All | +72.2% | -9.8% | +82.0% | +44.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling