+674.5%
MSI vs CDW
+325.6%
+348.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.8% | -2.2% | +0.9% |
| 7D | +8.3% | +9.3% | -1.0% | +4.4% |
| 30D | +18.9% | +15.8% | +3.1% | +11.9% |
| 3M | +13.2% | +21.8% | -8.6% | +3.8% |
| 6M | +38.3% | +58.8% | -20.5% | +12.9% |
| YTD | +38.9% | +22.8% | +16.1% | +22.8% |
| 1Y | +36.7% | +17.9% | +18.8% | +22.7% |
| 3Y | +76.6% | -17.4% | +94.0% | +76.8% |
| 5Y | +124.5% | -5.7% | +130.2% | +106.8% |
| 10Y | +674.5% | +319.5% | +355.0% | +367.2% |
| All | +674.5% | +325.6% | +348.9% | +367.2% |
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 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