+31.9%
MOS vs CHWY
-41.4%
+73.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.4% |
| 7D | +0.5% | -12.0% | +12.5% | +1.6% |
| 30D | +10.9% | -6.2% | +17.1% | +11.4% |
| 3M | +29.2% | +5.5% | +23.7% | +28.3% |
| 6M | -2.3% | -17.8% | +15.5% | -1.0% |
| YTD | +8.3% | -36.2% | +44.5% | +12.0% |
| 1Y | -21.2% | -40.0% | +18.8% | -18.2% |
| 3Y | -25.9% | -8.3% | -17.6% | -27.6% |
| 5Y | -9.4% | -71.9% | +62.5% | -7.1% |
| All | +31.9% | -41.4% | +73.3% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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