+3,607.0%
CHRW vs MSI
+784.8%
+2,822.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | +0.6% | +4.7% | -4.1% | -0.5% |
| 30D | -7.3% | +14.8% | -22.0% | -10.3% |
| 3M | -14.2% | +8.8% | -23.0% | -16.0% |
| 6M | -25.1% | +19.3% | -44.4% | -28.7% |
| YTD | -21.2% | +35.3% | -56.5% | -27.5% |
| 1Y | -14.2% | +33.8% | -47.9% | -20.9% |
| 3Y | +63.5% | +74.4% | -10.9% | +40.2% |
| 5Y | +49.6% | +120.5% | -70.9% | +20.2% |
| 10Y | +129.4% | +685.2% | -555.8% | +34.1% |
| All | +3,607.0% | +784.8% | +2,822.2% | +1,286.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling