+103.9%
MSFU vs CDW
+2.8%
+101.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.8% | +0.6% | +3.2% |
| 7D | +14.6% | +9.3% | +5.3% | +10.4% |
| 30D | +2.1% | +15.8% | -13.7% | -4.2% |
| 3M | +14.7% | +21.8% | -7.1% | +4.4% |
| 6M | +55.7% | +58.8% | -3.1% | +24.0% |
| YTD | +7.1% | +22.8% | -15.7% | -6.4% |
| 1Y | -0.5% | +17.9% | -18.4% | -11.2% |
| 3Y | +35.7% | -17.4% | +53.2% | +38.1% |
| All | +103.9% | +2.8% | +101.1% | +60.9% |
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