+607.1%
MS vs CHRW
+127.5%
+479.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.2% |
| 7D | -1.6% | +0.6% | -2.1% | -1.7% |
| 30D | -3.8% | -7.3% | +3.5% | -1.9% |
| 3M | -14.6% | -14.2% | -0.4% | -11.2% |
| 6M | -5.1% | -25.1% | +20.0% | +1.5% |
| YTD | +4.5% | -21.2% | +25.7% | +8.5% |
| 1Y | +13.5% | -14.2% | +27.7% | +14.1% |
| 3Y | +160.4% | +63.5% | +96.9% | +93.9% |
| 5Y | +112.9% | +49.6% | +63.3% | +58.6% |
| All | +607.1% | +127.5% | +479.6% | +286.2% |
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