+4,266.9%
CHRW vs MSI
+702.9%
+3,564.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | -1.4% | -3.7% | +2.3% | -0.6% |
| 30D | -3.5% | +6.8% | -10.3% | -5.2% |
| 3M | -19.4% | +14.3% | -33.7% | -22.2% |
| 6M | -21.4% | -1.6% | -19.8% | -21.6% |
| YTD | -7.1% | +22.8% | -29.9% | -12.5% |
| 1Y | +17.8% | -1.1% | +18.9% | +16.7% |
| 3Y | +78.8% | +70.5% | +8.3% | +54.2% |
| 5Y | +83.5% | +102.8% | -19.3% | +50.5% |
| 10Y | +160.2% | +597.4% | -437.2% | +56.5% |
| All | +4,266.9% | +702.9% | +3,564.0% | +1,572.4% |
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