+3,695.2%
CHRW vs MOS
-10.1%
+3,705.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.3% | -7.4% | -4.7% |
| 7D | +0.7% | +22.5% | -21.8% | -3.2% |
| 30D | -5.0% | +6.6% | -11.6% | -6.5% |
| 3M | -16.1% | -3.8% | -12.3% | -16.1% |
| 6M | -22.6% | -2.2% | -20.4% | -23.3% |
| YTD | -19.3% | -4.8% | -14.5% | -20.1% |
| 1Y | -14.9% | -11.7% | -3.2% | -14.8% |
| 3Y | +68.0% | -26.5% | +94.6% | +70.1% |
| 5Y | +53.2% | -32.2% | +85.4% | +52.5% |
| 10Y | +134.8% | +10.2% | +124.6% | +94.8% |
| All | +3,695.2% | -10.1% | +3,705.3% | +2,567.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling