+50.4%
CHRW vs MSTU
-85.2%
+135.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.2% | +1.1% |
| 7D | -1.4% | +21.3% | -22.7% | -1.7% |
| 30D | -3.5% | +90.8% | -94.3% | -4.5% |
| 3M | -19.4% | -6.8% | -12.6% | -19.6% |
| 6M | -21.4% | -39.8% | +18.5% | -21.5% |
| YTD | -7.1% | -55.7% | +48.6% | -7.5% |
| 1Y | +17.8% | -92.7% | +110.5% | +20.5% |
| All | +50.4% | -85.2% | +135.6% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling