+86.8%
CHRW vs MOS
-8.7%
+95.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.9% |
| 7D | -1.4% | +9.5% | -10.9% | -2.7% |
| 30D | -3.5% | +10.4% | -13.9% | -5.0% |
| 3M | -19.4% | +12.9% | -32.3% | -21.2% |
| 6M | -21.4% | +1.2% | -22.6% | -22.3% |
| YTD | -7.1% | +9.3% | -16.4% | -9.3% |
| 1Y | +17.8% | -18.0% | +35.8% | +20.0% |
| 3Y | +78.8% | -29.0% | +107.8% | +83.1% |
| All | +86.8% | -8.7% | +95.6% | +84.6% |
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