-9.9%
CHRW vs MAGS
+4.3%
-14.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | -0.1% | -2.0% | +1.9% | +0.4% |
| 30D | -4.3% | -6.9% | +2.6% | -2.8% |
| 3M | -7.4% | +0.7% | -8.1% | -8.0% |
| 6M | -20.7% | -0.8% | -19.9% | -20.2% |
| YTD | -15.9% | +4.4% | -20.3% | -18.1% |
| 1Y | -9.9% | +3.9% | -13.8% | -12.2% |
| All | -9.9% | +4.3% | -14.2% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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