On any MSN-ORD flight, weather will have a big effect for the on-time performance. The reason, as I'm sure you know, is pretty simple: ORD is a hugely busy airport, with lots of jumbos coming in from the far corners of the globe. When bad weather hits, the air traffic in/around ORD needs to be reduced accordingly, and the first flights to bite the dust are ones to/from MKE, MSN, GRB, et cetera.
Mind you, this is often times not the fault of the reginal carriers (SkyWest, Messy, etc.)
However, if you were flying from MSN to, say, CVG, STL or MSP, things could be better. Those airports won't have nearly the kind of air traffic restrictions during poor weather.
Just another two cents from a guy who did a million MKE-ORD segments on SkyWest last year. I had a couple MKE-ORD flights delayed for weather/ATC, and all the while I was watching the AA flights to STL and DL flights to CVG/ATL loading up and pushing back.