+596.9%
MSI vs CDW
+262.5%
+334.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | -4.0% | -4.2% | +0.3% | -2.5% |
| 30D | -0.5% | +4.9% | -5.3% | -2.6% |
| 3M | +11.4% | +7.3% | +4.1% | +7.4% |
| 6M | +1.0% | +19.2% | -18.2% | -8.5% |
| YTD | +20.7% | +6.2% | +14.5% | +13.7% |
| 1Y | -2.7% | -14.0% | +11.3% | -0.6% |
| 3Y | +68.2% | -30.0% | +98.2% | +81.1% |
| 5Y | +100.0% | -23.6% | +123.5% | +101.9% |
| 10Y | +596.9% | +269.4% | +327.5% | +326.8% |
| All | +596.9% | +262.5% | +334.4% | +326.8% |
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 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