+52.9%
CHRW vs MSTZ
-99.2%
+152.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.2% | -6.5% | +1.8% |
| 7D | +1.9% | -25.4% | +27.3% | +1.7% |
| 30D | +0.9% | -60.9% | +61.8% | 0.0% |
| 3M | -19.9% | -54.2% | +34.3% | -20.2% |
| 6M | -15.8% | -65.0% | +49.2% | -16.3% |
| YTD | -5.6% | -76.5% | +70.9% | -6.3% |
| 1Y | +21.0% | -23.4% | +44.4% | +23.0% |
| All | +52.9% | -99.2% | +152.1% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 5y: compounded portfolio wealth divided by compounded MSTZ 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…
5y analysis · Full analysis span regression · 6 months rolling