+86.0%
CHRW vs MAGS
+126.5%
-40.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | +4.1% | +0.8% | +3.2% | +3.9% |
| 30D | +1.9% | +0.4% | +1.5% | +1.8% |
| 3M | -21.2% | +5.6% | -26.7% | -22.3% |
| 6M | -16.7% | +12.3% | -29.0% | -19.4% |
| YTD | -5.4% | +5.1% | -10.5% | -7.0% |
| 1Y | +21.2% | +14.0% | +7.2% | +16.3% |
| All | +86.0% | +126.5% | -40.6% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling