-92.0%
MSTU vs CDW
-20.2%
-71.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.2% | -12.7% | -12.8% |
| 7D | -23.0% | +9.1% | -32.1% | -28.7% |
| 30D | -47.7% | +13.7% | -61.4% | -52.2% |
| 3M | +12.5% | +27.0% | -14.5% | -5.1% |
| 6M | -76.1% | +75.9% | -151.9% | -86.2% |
| YTD | -75.5% | +28.9% | -104.4% | -81.9% |
| 1Y | -90.1% | +19.6% | -109.7% | -91.8% |
| All | -92.0% | -20.2% | -71.8% | -87.7% |
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 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