+53.2%
CHRW vs MTSI
+153.3%
-100.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -18.4% | +14.2% | -2.2% |
| 7D | +0.7% | -24.6% | +25.3% | +3.5% |
| 30D | -5.0% | -45.7% | +40.7% | +0.8% |
| 3M | -16.1% | -27.7% | +11.6% | -14.6% |
| 6M | -22.6% | -37.3% | +14.7% | -20.4% |
| YTD | -19.3% | +11.1% | -30.4% | -24.9% |
| 1Y | -14.9% | +27.2% | -42.1% | -22.8% |
| 3Y | +68.0% | +153.7% | -85.6% | +25.3% |
| 5Y | +53.2% | +159.0% | -105.8% | +7.0% |
| All | +53.2% | +153.3% | -100.2% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling