+3,695.2%
CHRW vs MAS
+669.3%
+3,025.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.7% | -3.1% |
| 7D | +0.7% | +4.6% | -3.9% | -0.6% |
| 30D | -5.0% | +19.9% | -24.9% | -10.0% |
| 3M | -16.1% | +8.9% | -25.0% | -18.4% |
| 6M | -22.6% | +20.2% | -42.8% | -27.4% |
| YTD | -19.3% | +33.9% | -53.2% | -27.2% |
| 1Y | -14.9% | +34.7% | -49.6% | -23.4% |
| 3Y | +68.0% | +60.4% | +7.7% | +41.9% |
| 5Y | +53.2% | +43.5% | +9.7% | +31.3% |
| 10Y | +134.8% | +226.7% | -91.9% | +53.8% |
| All | +3,695.2% | +669.3% | +3,025.9% | +1,249.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling