+33.1%
MOS vs CHWY
-34.3%
+67.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.5% |
| 7D | +9.5% | +1.7% | +7.8% | +9.4% |
| 30D | +10.4% | -1.5% | +12.0% | +10.5% |
| 3M | +12.9% | +13.6% | -0.8% | +11.4% |
| 6M | +1.2% | -7.3% | +8.5% | +1.5% |
| YTD | +9.3% | -28.4% | +37.7% | +11.9% |
| 1Y | -18.0% | -42.5% | +24.5% | -14.7% |
| 3Y | -29.0% | -4.1% | -24.9% | -30.9% |
| 5Y | -9.6% | -69.2% | +59.6% | -8.1% |
| All | +33.1% | -34.3% | +67.4% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling