+663.4%
MSI vs CDW
+312.7%
+350.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.4% |
| 7D | +3.2% | +9.3% | -6.1% | 0.0% |
| 30D | +17.6% | +14.4% | +3.2% | +11.3% |
| 3M | +14.5% | +21.4% | -6.9% | +5.2% |
| 6M | +34.3% | +72.8% | -38.6% | +6.2% |
| YTD | +39.7% | +28.0% | +11.7% | +21.6% |
| 1Y | +40.2% | +19.3% | +20.8% | +25.5% |
| 3Y | +77.1% | -15.3% | +92.5% | +76.2% |
| 5Y | +124.0% | -3.8% | +127.8% | +105.3% |
| All | +663.4% | +312.7% | +350.7% | +357.4% |
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