+20.8%
MSFU vs CDW
-14.3%
+35.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.2% | -7.0% | -5.6% |
| 7D | -12.7% | +2.6% | -15.2% | -13.6% |
| 30D | -9.0% | +20.4% | -29.4% | -15.3% |
| 3M | +2.9% | +28.5% | -25.5% | -7.0% |
| 6M | +43.5% | +70.6% | -27.1% | +15.4% |
| YTD | -2.4% | +29.1% | -31.5% | -14.6% |
| 1Y | -13.5% | +23.8% | -37.3% | -22.9% |
| All | +20.8% | -14.3% | +35.1% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling