+1,049.0%
MSI vs CDW
+1,039.4%
+9.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.8% |
| 7D | +7.7% | +2.6% | +5.1% | +6.6% |
| 30D | +19.9% | +20.4% | -0.5% | +11.9% |
| 3M | +14.9% | +28.5% | -13.5% | +4.1% |
| 6M | +37.2% | +70.6% | -33.4% | +11.0% |
| YTD | +40.8% | +29.1% | +11.7% | +23.5% |
| 1Y | +38.1% | +23.8% | +14.3% | +23.0% |
| 3Y | +77.7% | -14.5% | +92.2% | +76.0% |
| 5Y | +129.0% | -1.6% | +130.6% | +110.7% |
| 10Y | +671.3% | +322.0% | +349.3% | +352.8% |
| All | +1,049.0% | +1,039.4% | +9.6% | +563.8% |
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 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