-87.5%
MSTU vs CDW
-34.3%
-53.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -4.0% | -4.2% |
| 7D | +12.9% | -4.2% | +17.1% | +18.1% |
| 30D | +68.3% | +4.9% | +63.5% | +65.7% |
| 3M | +0.4% | +7.3% | -6.9% | -7.1% |
| 6M | -41.5% | +19.2% | -60.7% | -55.6% |
| YTD | -61.7% | +6.2% | -67.9% | -67.0% |
| 1Y | -93.7% | -14.0% | -79.6% | -92.4% |
| All | -87.5% | -34.3% | -53.3% | -77.5% |
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