+73.1%
MA vs CHRW
+83.1%
-10.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -2.7% | -1.4% | -1.3% | -2.5% |
| 30D | +1.5% | -3.5% | +5.0% | +2.0% |
| 3M | +20.4% | -19.4% | +39.8% | +23.8% |
| 6M | +11.1% | -21.4% | +32.5% | +14.5% |
| YTD | +2.0% | -7.1% | +9.1% | +1.4% |
| 1Y | -2.2% | +17.8% | -20.0% | -7.6% |
| 3Y | +41.9% | +78.8% | -36.9% | +20.4% |
| All | +73.1% | +83.1% | -10.0% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling