+41.9%
CHRW vs MSFU
+76.3%
-34.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.2% | +1.3% |
| 7D | -1.4% | -5.7% | +4.3% | -1.1% |
| 30D | -3.5% | +4.2% | -7.6% | -3.8% |
| 3M | -19.4% | +27.9% | -47.3% | -20.3% |
| 6M | -21.4% | +37.1% | -58.5% | -23.5% |
| YTD | -7.1% | -7.4% | +0.2% | -5.4% |
| 1Y | +17.8% | -19.6% | +37.4% | +21.9% |
| 3Y | +78.8% | +33.2% | +45.6% | +62.9% |
| All | +41.9% | +76.3% | -34.4% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling