+76.3%
MSFU vs CDW
-4.9%
+81.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.7% |
| 7D | -5.7% | +3.2% | -8.9% | -7.0% |
| 30D | +4.2% | +9.3% | -5.1% | -0.1% |
| 3M | +27.9% | +9.8% | +18.1% | +21.2% |
| 6M | +37.1% | +23.3% | +13.8% | +20.1% |
| YTD | -7.4% | +13.7% | -21.0% | -15.9% |
| 1Y | -19.6% | -6.5% | -13.1% | -19.3% |
| 3Y | +33.2% | -25.2% | +58.4% | +43.0% |
| All | +76.3% | -4.9% | +81.2% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling