+578.8%
MS vs CHRW
+131.6%
+447.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +2.2% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | -0.9% | -9.4% | +8.4% | +1.8% |
| 3M | -13.0% | -13.3% | +0.3% | -9.8% |
| 6M | -2.0% | -24.2% | +22.2% | +4.5% |
| YTD | +7.8% | -18.9% | +26.6% | +10.9% |
| 1Y | +17.9% | -12.4% | +30.2% | +17.7% |
| 3Y | +174.8% | +72.2% | +102.5% | +100.9% |
| 5Y | +119.9% | +53.4% | +66.5% | +62.9% |
| 10Y | +578.8% | +127.0% | +451.9% | +289.7% |
| All | +578.8% | +131.6% | +447.2% | +289.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling