+128.5%
CHRW vs MOS
-1.8%
+130.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.8% |
| 7D | -0.1% | +5.5% | -5.5% | -0.9% |
| 30D | -4.3% | +21.0% | -25.2% | -7.1% |
| 3M | -7.4% | -0.5% | -7.0% | -7.9% |
| 6M | -20.7% | +6.6% | -27.3% | -22.3% |
| YTD | -15.9% | -2.8% | -13.1% | -16.8% |
| 1Y | -9.9% | -8.1% | -1.8% | -10.2% |
| 3Y | +79.0% | -25.6% | +104.6% | +80.6% |
| 5Y | +61.3% | -29.8% | +91.1% | +60.8% |
| 10Y | +128.5% | +0.6% | +128.0% | +106.1% |
| All | +128.5% | -1.8% | +130.3% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling