-9.9%
CHRW vs MTSI
+41.9%
-51.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.3% | -6.6% | +3.5% |
| 7D | -0.1% | +7.2% | -7.2% | -0.2% |
| 30D | -4.3% | -18.4% | +14.2% | -4.6% |
| 3M | -7.4% | -16.7% | +9.3% | -7.8% |
| 6M | -20.7% | -31.7% | +11.0% | -18.8% |
| YTD | -15.9% | +45.9% | -61.7% | -22.5% |
| 1Y | -9.9% | +47.0% | -56.9% | -16.8% |
| All | -9.9% | +41.9% | -51.8% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling