+57.4%
CHRW vs MTSI
+224.5%
-167.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | +4.7% | +29.1% | -24.4% | +1.9% |
| 30D | -2.6% | -20.4% | +17.8% | -0.8% |
| 3M | -8.0% | -20.9% | +12.9% | -6.8% |
| 6M | -19.0% | -32.3% | +13.2% | -16.7% |
| YTD | -15.5% | +43.5% | -59.0% | -23.5% |
| 1Y | -10.8% | +43.8% | -54.6% | -19.4% |
| 3Y | +79.8% | +218.8% | -138.9% | +31.4% |
| All | +57.4% | +224.5% | -167.1% | +7.3% |
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