-34.1%
CHWY vs MAS
+150.9%
-185.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.5% | -2.3% | -0.2% |
| 7D | +3.5% | +3.3% | +0.2% | +1.8% |
| 30D | +21.6% | +25.5% | -3.8% | +7.9% |
| 3M | -2.0% | +11.8% | -13.8% | -7.8% |
| 6M | +0.3% | +21.3% | -21.0% | -10.5% |
| YTD | -30.3% | +37.7% | -68.0% | -43.2% |
| 1Y | -31.6% | +41.0% | -72.6% | -45.3% |
| 3Y | +15.9% | +63.0% | -47.1% | -19.9% |
| 5Y | -69.9% | +44.1% | -114.0% | -78.3% |
| All | -34.1% | +150.9% | -185.0% | -61.2% |
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