+554.8%
MA vs CHRW
+131.6%
+423.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.2% |
| 7D | -0.3% | +0.2% | -0.6% | -0.4% |
| 30D | +11.3% | -9.4% | +20.7% | +13.5% |
| 3M | +16.7% | -13.3% | +29.9% | +19.6% |
| 6M | +32.8% | -24.2% | +56.9% | +38.8% |
| YTD | +15.6% | -18.9% | +34.5% | +17.5% |
| 1Y | +19.6% | -12.4% | +31.9% | +19.0% |
| 3Y | +72.1% | +72.2% | -0.1% | +35.4% |
| 5Y | +96.0% | +53.4% | +42.7% | +56.7% |
| 10Y | +554.8% | +127.0% | +427.8% | +341.6% |
| All | +554.8% | +131.6% | +423.1% | +341.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling