-89.3%
MSTU vs CDW
+16.9%
-106.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.8% | -9.9% | -7.2% |
| 7D | -9.3% | +9.3% | -18.6% | -12.1% |
| 30D | -38.3% | +15.8% | -54.1% | -40.6% |
| 3M | +24.0% | +21.8% | +2.3% | +19.0% |
| 6M | -72.1% | +58.8% | -130.8% | -74.6% |
| YTD | -70.2% | +22.8% | -93.0% | -70.6% |
| All | -89.3% | +16.9% | -106.2% | -89.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling