-11.1%
CHRW vs MSTU
-88.0%
+76.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.3% | -10.1% | +0.1% |
| 7D | +4.9% | -4.8% | +9.7% | +4.9% |
| 30D | -4.8% | -29.6% | +24.7% | -4.6% |
| 3M | -13.1% | +69.4% | -82.5% | -14.0% |
| 6M | -16.3% | -62.2% | +45.9% | -15.3% |
| YTD | -15.8% | -61.1% | +45.3% | -17.7% |
| 1Y | -11.1% | -87.2% | +76.0% | -10.7% |
| All | -11.1% | -88.0% | +76.8% | -10.7% |
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