+902.2%
MSI vs CDW
+903.1%
-0.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -3.7% | +3.2% | -6.9% | -4.8% |
| 30D | +6.8% | +9.3% | -2.5% | +3.3% |
| 3M | +14.3% | +9.8% | +4.5% | +9.6% |
| 6M | -1.6% | +23.3% | -24.9% | -11.1% |
| YTD | +22.8% | +13.7% | +9.1% | +13.6% |
| 1Y | -1.1% | -6.5% | +5.4% | -2.1% |
| 3Y | +70.5% | -25.2% | +95.7% | +78.5% |
| 5Y | +102.8% | -19.5% | +122.3% | +102.1% |
| 10Y | +597.4% | +285.8% | +311.6% | +328.0% |
| All | +902.2% | +903.1% | -0.9% | +510.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling