-33.8%
CHWY vs MAS
+148.0%
-181.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -1.1% | -1.8% | +0.8% | -0.1% |
| 30D | +18.7% | +23.6% | -4.8% | +6.2% |
| 3M | +3.0% | +12.4% | -9.4% | -3.3% |
| 6M | +2.9% | +21.9% | -18.9% | -8.4% |
| YTD | -30.0% | +36.1% | -66.1% | -42.6% |
| 1Y | -30.5% | +39.5% | -70.0% | -44.0% |
| 3Y | +16.0% | +59.1% | -43.1% | -18.7% |
| 5Y | -67.5% | +44.4% | -111.9% | -76.6% |
| All | -33.8% | +148.0% | -181.8% | -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