+24.0%
CHRW vs MSFU
+103.9%
-79.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.5% | +2.6% |
| 7D | +0.2% | +14.6% | -14.4% | -0.6% |
| 30D | -9.4% | +2.1% | -11.5% | -9.6% |
| 3M | -13.3% | +14.7% | -27.9% | -14.2% |
| 6M | -24.2% | +55.7% | -79.8% | -26.6% |
| YTD | -18.9% | +7.1% | -26.0% | -18.3% |
| 1Y | -12.4% | -0.5% | -11.9% | -10.8% |
| 3Y | +72.2% | +35.7% | +36.5% | +59.7% |
| All | +24.0% | +103.9% | -79.9% | +1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling