-13.7%
CHRW vs MSTU
-91.0%
+77.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.3% | +7.3% | +0.1% |
| 7D | -3.4% | -21.7% | +18.4% | -3.1% |
| 30D | -9.4% | -42.8% | +33.4% | -8.9% |
| 3M | -12.6% | +21.4% | -34.1% | -13.0% |
| 6M | -24.2% | -74.1% | +49.9% | -22.9% |
| YTD | -18.9% | -72.4% | +53.5% | -20.6% |
| 1Y | -13.7% | -90.1% | +76.4% | -15.9% |
| All | -13.7% | -91.0% | +77.3% | -15.9% |
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