+3,858.7%
CHRW vs MAS
+696.7%
+3,162.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.6% | -5.4% | -1.4% |
| 7D | +4.9% | +14.2% | -9.3% | +0.9% |
| 30D | -4.8% | +26.8% | -31.6% | -11.3% |
| 3M | -13.1% | +13.1% | -26.3% | -16.5% |
| 6M | -16.3% | +27.9% | -44.3% | -22.9% |
| YTD | -15.8% | +38.7% | -54.5% | -24.8% |
| 1Y | -11.1% | +40.4% | -51.5% | -20.9% |
| 3Y | +75.3% | +66.1% | +9.2% | +46.5% |
| 5Y | +56.0% | +47.4% | +8.6% | +32.7% |
| 10Y | +144.9% | +238.3% | -93.4% | +58.8% |
| All | +3,858.7% | +696.7% | +3,162.0% | +1,293.8% |
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