-13.7%
CHRW vs MAS
+39.0%
-52.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -3.4% | +3.6% | -7.0% | -3.9% |
| 30D | -9.4% | +23.8% | -33.2% | -12.5% |
| 3M | -12.6% | +14.4% | -27.1% | -14.6% |
| 6M | -24.2% | +19.7% | -43.9% | -27.5% |
| YTD | -18.9% | +36.0% | -54.8% | -27.0% |
| 1Y | -13.7% | +40.4% | -54.0% | -23.7% |
| All | -13.7% | +39.0% | -52.7% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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