-14.2%
CHRW vs MTSI
+38.8%
-53.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.8% | -13.2% | -2.4% |
| 7D | +0.6% | -10.0% | +10.6% | +0.7% |
| 30D | -7.3% | -37.2% | +29.9% | -7.2% |
| 3M | -14.2% | -30.1% | +15.9% | -14.2% |
| 6M | -25.1% | -31.9% | +6.8% | -24.4% |
| YTD | -21.2% | +23.2% | -44.3% | -27.5% |
| 1Y | -14.2% | +26.4% | -40.6% | -21.7% |
| All | -14.2% | +38.8% | -53.0% | -21.7% |
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