+102.8%
MSI vs CDW
-19.1%
+121.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -3.7% | +3.2% | -6.9% | -4.6% |
| 30D | +6.8% | +9.3% | -2.5% | +3.9% |
| 3M | +14.3% | +9.8% | +4.5% | +10.5% |
| 6M | -1.6% | +23.3% | -24.9% | -9.5% |
| YTD | +22.8% | +13.7% | +9.1% | +15.3% |
| 1Y | -1.1% | -6.5% | +5.4% | -1.0% |
| 3Y | +70.5% | -25.2% | +95.7% | +79.4% |
| All | +102.8% | -19.1% | +121.9% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling