+1,004.5%
MSI vs CDW
+933.5%
+71.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | +4.7% | +2.1% | +2.6% | +3.5% |
| 30D | +14.8% | +14.7% | 0.0% | +8.8% |
| 3M | +8.8% | +11.1% | -2.3% | +3.5% |
| 6M | +19.3% | +45.6% | -26.3% | +2.1% |
| YTD | +35.3% | +17.1% | +18.2% | +22.7% |
| 1Y | +33.8% | +13.2% | +20.6% | +22.7% |
| 3Y | +74.4% | -22.2% | +96.6% | +78.3% |
| 5Y | +120.5% | -10.1% | +130.6% | +109.0% |
| 10Y | +685.2% | +307.0% | +378.2% | +369.9% |
| All | +1,004.5% | +933.5% | +71.0% | +559.2% |
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 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