+21.0%
CHRW vs MSI
-2.0%
+23.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.7% | +1.5% |
| 7D | +1.9% | -5.8% | +7.7% | +1.1% |
| 30D | +0.9% | -1.0% | +1.9% | +0.9% |
| 3M | -19.9% | +14.2% | -34.0% | -18.4% |
| 6M | -15.8% | +1.0% | -16.8% | -15.5% |
| YTD | -5.6% | +21.5% | -27.0% | -5.0% |
| 1Y | +21.0% | -2.1% | +23.2% | +28.7% |
| All | +21.0% | -2.0% | +23.0% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling