+128.5%
CHRW vs MSI
+683.5%
-554.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.3% |
| 7D | -0.1% | +7.7% | -7.8% | -2.0% |
| 30D | -4.3% | +19.9% | -24.2% | -8.7% |
| 3M | -7.4% | +14.9% | -22.4% | -10.8% |
| 6M | -20.7% | +37.2% | -57.9% | -27.5% |
| YTD | -15.9% | +40.8% | -56.6% | -24.5% |
| 1Y | -9.9% | +38.1% | -48.0% | -18.7% |
| 3Y | +79.0% | +77.7% | +1.3% | +46.8% |
| 5Y | +61.3% | +129.0% | -67.7% | +20.1% |
| 10Y | +128.5% | +671.3% | -542.7% | +17.8% |
| All | +128.5% | +683.5% | -554.9% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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