-30.8%
MOS vs CHWY
-67.8%
+36.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.8% |
| 3M | -0.5% | +3.0% | -3.5% | -0.9% |
| 6M | +6.6% | +2.9% | +3.7% | +5.8% |
| YTD | -2.8% | -30.0% | +27.2% | -0.1% |
| 1Y | -8.1% | -30.5% | +22.4% | -5.6% |
| 3Y | -25.6% | +16.0% | -41.6% | -29.2% |
| All | -30.8% | -67.8% | +36.9% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling