-35.5%
CHWY vs MAS
+140.1%
-175.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.1% |
| 7D | +6.0% | +2.4% | +3.6% | +4.8% |
| 30D | +23.8% | +19.8% | +4.0% | +12.6% |
| 3M | -3.7% | +9.8% | -13.6% | -8.5% |
| 6M | -8.3% | +15.8% | -24.0% | -16.0% |
| YTD | -31.7% | +31.8% | -63.6% | -43.1% |
| 1Y | -31.3% | +35.4% | -66.6% | -43.8% |
| 3Y | +9.3% | +59.2% | -49.9% | -23.7% |
| 5Y | -69.7% | +41.2% | -110.9% | -77.8% |
| All | -35.5% | +140.1% | -175.6% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling