+9.3%
CHWY vs MAS
+58.1%
-48.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.3% |
| 7D | +6.0% | +2.0% | +4.0% | +5.4% |
| 30D | +23.8% | +19.4% | +4.4% | +17.4% |
| 3M | -3.7% | +9.4% | -13.1% | -6.4% |
| 6M | -8.3% | +15.3% | -23.6% | -12.6% |
| YTD | -31.7% | +31.3% | -63.1% | -38.3% |
| 1Y | -31.3% | +34.9% | -66.1% | -38.5% |
| 3Y | +9.3% | +58.6% | -49.3% | -18.9% |
| All | +9.3% | +58.1% | -48.8% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling