+57.5%
CHRW vs MOS
-33.6%
+91.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | 0.0% |
| 7D | +7.3% | -2.0% | +9.3% | +7.5% |
| 30D | -3.6% | +15.3% | -18.9% | -5.7% |
| 3M | -9.6% | +1.5% | -11.1% | -10.3% |
| 6M | -17.0% | -2.0% | -15.0% | -17.6% |
| YTD | -15.4% | -6.5% | -8.9% | -15.8% |
| 1Y | -10.0% | -11.1% | +1.1% | -9.9% |
| 3Y | +82.2% | -30.3% | +112.4% | +85.5% |
| All | +57.5% | -33.6% | +91.1% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling