-27.5%
MOS vs CHWY
+17.0%
-44.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | +5.5% | -1.1% | +6.5% | +5.6% |
| 30D | +21.0% | +18.7% | +2.2% | +18.9% |
| 3M | -0.5% | +3.0% | -3.5% | -0.9% |
| 6M | +6.6% | +2.9% | +3.7% | +5.9% |
| YTD | -2.8% | -30.0% | +27.2% | -0.4% |
| 1Y | -8.1% | -30.5% | +22.4% | -5.9% |
| All | -27.5% | +17.0% | -44.4% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling