+123.6%
CHRW vs MTSI
+448.7%
-325.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.8% | -13.2% | -3.2% |
| 7D | +0.6% | -10.0% | +10.6% | +1.3% |
| 30D | -7.3% | -37.2% | +29.9% | -4.1% |
| 3M | -14.2% | -30.1% | +15.9% | -12.4% |
| 6M | -25.1% | -31.9% | +6.8% | -23.9% |
| YTD | -21.2% | +23.2% | -44.3% | -24.7% |
| 1Y | -14.2% | +26.4% | -40.6% | -18.3% |
| 3Y | +63.5% | +186.2% | -122.6% | +40.9% |
| 5Y | +49.6% | +187.0% | -137.5% | +27.1% |
| All | +123.6% | +448.7% | -325.1% | +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