-11.1%
CHRW vs MSFU
-2.2%
-8.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +13.5% | -13.2% | +1.5% |
| 7D | +4.9% | +8.2% | -3.3% | +5.7% |
| 30D | -4.8% | +10.2% | -15.0% | -3.9% |
| 3M | -13.1% | +22.9% | -36.0% | -11.2% |
| 6M | -16.3% | +63.2% | -79.5% | -8.5% |
| YTD | -15.8% | +11.7% | -27.5% | -11.4% |
| 1Y | -11.1% | -3.5% | -7.6% | -4.2% |
| All | -11.1% | -2.2% | -8.9% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 1y: compounded portfolio wealth divided by compounded MSFU 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…
1y analysis · Full analysis span regression · 6 months rolling