-86.8%
MSTU vs CDW
-33.3%
-53.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -5.2% | -3.5% | -4.4% |
| 7D | +16.1% | -3.9% | +20.0% | +21.0% |
| 30D | +68.7% | +6.9% | +61.8% | +63.4% |
| 3M | -11.0% | +7.7% | -18.7% | -17.7% |
| 6M | -33.4% | +18.3% | -51.7% | -48.7% |
| YTD | -59.5% | +7.8% | -67.3% | -65.5% |
| 1Y | -93.4% | -12.2% | -81.2% | -92.2% |
| All | -86.8% | -33.3% | -53.5% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling