-40.7%
CHWY vs MAS
+101.8%
-142.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.2% | -8.6% | -9.7% |
| 7D | -14.1% | -2.2% | -12.0% | -13.1% |
| 30D | -8.1% | -6.7% | -1.4% | -4.7% |
| 3M | +1.7% | -3.7% | +5.4% | +2.8% |
| 6M | -20.7% | +9.0% | -29.6% | -25.8% |
| YTD | -37.2% | +10.8% | -48.0% | -42.6% |
| 1Y | -50.7% | -3.8% | -46.9% | -51.3% |
| 3Y | -9.7% | +30.0% | -39.8% | -29.3% |
| 5Y | -72.9% | +28.2% | -101.1% | -78.8% |
| All | -40.7% | +101.8% | -142.5% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling