-32.4%
CHWY vs MAS
+111.5%
-143.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.0% | -2.2% |
| 7D | +1.7% | -0.8% | +2.5% | +2.0% |
| 30D | -1.5% | -5.6% | +4.0% | +1.3% |
| 3M | +13.6% | +4.4% | +9.2% | +9.8% |
| 6M | -7.3% | +7.2% | -14.5% | -12.6% |
| YTD | -28.4% | +16.1% | -44.5% | -36.2% |
| 1Y | -42.5% | +0.1% | -42.6% | -44.5% |
| 3Y | -4.1% | +28.3% | -32.4% | -23.9% |
| 5Y | -69.2% | +30.5% | -99.6% | -76.2% |
| All | -32.4% | +111.5% | -143.9% | -56.4% |
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