+128.5%
CHRW vs MTSI
+539.0%
-410.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.3% | -6.6% | +2.8% |
| 7D | -0.1% | +7.2% | -7.2% | -0.8% |
| 30D | -4.3% | -18.4% | +14.2% | -3.1% |
| 3M | -7.4% | -16.7% | +9.3% | -6.9% |
| 6M | -20.7% | -31.7% | +11.0% | -19.2% |
| YTD | -15.9% | +45.9% | -61.7% | -20.8% |
| 1Y | -9.9% | +47.0% | -56.9% | -15.3% |
| 3Y | +79.0% | +224.1% | -145.1% | +52.7% |
| 5Y | +61.3% | +238.5% | -177.2% | +35.2% |
| 10Y | +128.5% | +512.7% | -384.2% | +70.0% |
| All | +128.5% | +539.0% | -410.5% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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