+31.4%
CHRW vs MSTZ
-99.3%
+130.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -2.0% | +3.0% |
| 7D | +0.2% | +4.3% | -4.1% | +0.3% |
| 30D | -9.4% | +30.2% | -39.5% | -8.9% |
| 3M | -13.3% | -66.9% | +53.6% | -14.0% |
| 6M | -24.2% | -26.3% | +2.2% | -23.5% |
| YTD | -18.9% | -80.1% | +61.3% | -19.4% |
| 1Y | -12.4% | -57.5% | +45.1% | -11.8% |
| All | +31.4% | -99.3% | +130.7% | +21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling