-90.3%
MSTU vs CDW
-24.0%
-66.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.8% | -9.9% | -9.1% |
| 7D | -9.3% | +9.3% | -18.6% | -15.3% |
| 30D | -38.3% | +15.8% | -54.1% | -44.4% |
| 3M | +24.0% | +21.8% | +2.3% | +8.6% |
| 6M | -72.1% | +58.8% | -130.8% | -82.2% |
| YTD | -70.2% | +22.8% | -93.0% | -77.1% |
| 1Y | -89.6% | +17.9% | -107.5% | -91.5% |
| All | -90.3% | -24.0% | -66.3% | -84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling