+216.1%
CHRW vs MTSI
+1,308.1%
-1,092.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | +0.8% |
| 7D | -1.4% | +1.4% | -2.8% | -1.5% |
| 30D | -3.5% | +2.1% | -5.5% | -3.9% |
| 3M | -19.4% | -29.7% | +10.3% | -17.3% |
| 6M | -21.4% | +12.5% | -33.9% | -23.1% |
| YTD | -7.1% | +57.0% | -64.2% | -12.2% |
| 1Y | +17.8% | +103.9% | -86.1% | +8.3% |
| 3Y | +78.8% | +223.6% | -144.8% | +54.9% |
| 5Y | +83.5% | +321.6% | -238.0% | +53.8% |
| 10Y | +160.2% | +517.7% | -357.5% | +99.5% |
| All | +216.1% | +1,308.1% | -1,092.0% | +122.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling