+129.9%
CHRW vs MTSI
+465.0%
-335.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.6% | +0.5% |
| 7D | +7.3% | +10.0% | -2.7% | +6.4% |
| 30D | -3.6% | -20.3% | +16.8% | -2.2% |
| 3M | -9.6% | -24.4% | +14.8% | -8.3% |
| 6M | -17.0% | -39.2% | +22.2% | -14.6% |
| YTD | -15.4% | +35.5% | -50.9% | -19.9% |
| 1Y | -10.0% | +43.0% | -53.0% | -15.3% |
| 3Y | +82.2% | +196.3% | -114.1% | +56.6% |
| 5Y | +59.4% | +210.0% | -150.7% | +34.4% |
| All | +129.9% | +465.0% | -335.1% | +72.0% |
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