-2.1%
MSI vs CDW
-13.2%
+11.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.2% | +4.1% | -0.4% |
| 7D | -5.8% | -3.9% | -1.9% | -5.3% |
| 30D | -1.0% | +6.9% | -7.9% | -2.0% |
| 3M | +14.2% | +7.7% | +6.5% | +12.8% |
| 6M | +1.0% | +18.3% | -17.3% | -1.8% |
| YTD | +21.5% | +7.8% | +13.7% | +17.9% |
| 1Y | -2.1% | -12.2% | +10.0% | -4.8% |
| All | -2.1% | -13.2% | +11.1% | -4.8% |
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 2025-09-08 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling