+53.3%
CHRW vs MSTU
-87.2%
+140.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.7% | +0.3% |
| 7D | +4.1% | +12.9% | -8.8% | +3.8% |
| 30D | +1.9% | +68.3% | -66.5% | +1.0% |
| 3M | -21.2% | +0.4% | -21.5% | -21.5% |
| 6M | -16.7% | -41.5% | +24.8% | -16.8% |
| YTD | -5.4% | -61.7% | +56.3% | -5.6% |
| 1Y | +21.2% | -93.7% | +114.8% | +24.1% |
| All | +53.3% | -87.2% | +140.5% | +44.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling