+48.6%
CHRW vs MOS
-32.4%
+80.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.5% | -2.3% |
| 7D | +0.6% | +21.6% | -21.0% | -2.3% |
| 30D | -7.3% | +12.0% | -19.3% | -9.0% |
| 3M | -14.2% | -3.9% | -10.3% | -14.1% |
| 6M | -25.1% | -3.3% | -21.8% | -25.5% |
| YTD | -21.2% | -4.6% | -16.5% | -21.7% |
| 1Y | -14.2% | -7.0% | -7.2% | -14.6% |
| 3Y | +63.5% | -24.4% | +87.9% | +64.1% |
| All | +48.6% | -32.4% | +80.9% | +53.4% |
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