-68.8%
CHWY vs MAS
+32.0%
-100.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.0% | -2.4% |
| 7D | +1.7% | -0.8% | +2.5% | +2.1% |
| 30D | -1.5% | -5.6% | +4.0% | +1.9% |
| 3M | +13.6% | +4.4% | +9.2% | +8.8% |
| 6M | -7.3% | +7.2% | -14.5% | -14.0% |
| YTD | -28.4% | +16.1% | -44.5% | -38.3% |
| 1Y | -42.5% | +0.1% | -42.6% | -45.1% |
| 3Y | -4.1% | +28.3% | -32.4% | -32.6% |
| All | -68.8% | +32.0% | -100.8% | -79.5% |
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