+59.3%
CHRW vs MOS
-32.9%
+92.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.0% | +1.1% |
| 7D | +4.7% | -2.6% | +7.3% | +5.1% |
| 30D | -2.6% | +13.5% | -16.0% | -4.5% |
| 3M | -8.0% | -2.9% | -5.1% | -8.1% |
| 6M | -19.0% | -1.0% | -18.0% | -19.7% |
| YTD | -15.5% | -7.2% | -8.3% | -15.8% |
| 1Y | -10.8% | -11.4% | +0.6% | -10.7% |
| 3Y | +79.8% | -29.0% | +108.8% | +82.4% |
| 5Y | +59.3% | -34.0% | +93.3% | +66.7% |
| All | +59.3% | -32.9% | +92.2% | +66.7% |
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