+93.3%
MSFU vs CDW
-2.0%
+95.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | +2.5% | +2.1% | +0.4% | +1.8% |
| 30D | -1.3% | +14.7% | -16.0% | -7.0% |
| 3M | +8.6% | +11.1% | -2.5% | +3.0% |
| 6M | +48.4% | +45.6% | +2.8% | +23.0% |
| YTD | +1.6% | +17.1% | -15.5% | -9.3% |
| 1Y | -5.8% | +13.2% | -18.9% | -14.4% |
| 3Y | +30.9% | -22.2% | +53.1% | +37.2% |
| All | +93.3% | -2.0% | +95.3% | +55.8% |
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