-70.2%
CHWY vs MAS
+39.2%
-109.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -0.7% |
| 7D | +6.0% | +2.0% | +4.0% | +4.8% |
| 30D | +23.8% | +19.4% | +4.4% | +10.8% |
| 3M | -3.7% | +9.4% | -13.1% | -9.3% |
| 6M | -8.3% | +15.3% | -23.6% | -17.5% |
| YTD | -31.7% | +31.3% | -63.1% | -45.6% |
| 1Y | -31.3% | +34.9% | -66.1% | -46.5% |
| 3Y | +9.3% | +58.6% | -49.3% | -35.8% |
| All | -70.2% | +39.2% | -109.3% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling