+17.3%
CHRW vs MSTU
-92.8%
+110.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.7% |
| 7D | -1.8% | +21.3% | -23.2% | -1.9% |
| 30D | -3.9% | +90.8% | -94.7% | -3.9% |
| 3M | -19.7% | -6.8% | -13.0% | -19.5% |
| 6M | -21.7% | -39.8% | +18.1% | -22.0% |
| YTD | -7.5% | -55.7% | +48.2% | -9.4% |
| 1Y | +17.3% | -92.7% | +110.0% | +10.2% |
| All | +17.3% | -92.8% | +110.1% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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