+4,266.9%
CHRW vs MAS
+567.2%
+3,699.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.6% |
| 7D | -1.4% | -0.8% | -0.7% | -1.2% |
| 30D | -3.5% | -5.6% | +2.1% | -1.9% |
| 3M | -19.4% | +4.4% | -23.8% | -21.0% |
| 6M | -21.4% | +7.2% | -28.6% | -23.7% |
| YTD | -7.1% | +16.1% | -23.2% | -12.4% |
| 1Y | +17.8% | +0.1% | +17.7% | +15.8% |
| 3Y | +78.8% | +28.3% | +50.5% | +61.1% |
| 5Y | +83.5% | +30.5% | +53.1% | +62.0% |
| 10Y | +160.2% | +139.1% | +21.1% | +86.2% |
| All | +4,266.9% | +567.2% | +3,699.7% | +1,523.2% |
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