+122.9%
MS vs CHRW
+58.8%
+64.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +5.1% | +7.3% | -2.2% | +3.5% |
| 30D | +5.7% | -3.6% | +9.3% | +6.2% |
| 3M | -12.2% | -9.6% | -2.6% | -10.8% |
| 6M | -0.5% | -17.0% | +16.5% | +1.7% |
| YTD | +9.8% | -15.4% | +25.2% | +11.1% |
| 1Y | +17.7% | -10.0% | +27.7% | +17.2% |
| 3Y | +176.8% | +82.2% | +94.7% | +122.7% |
| All | +122.9% | +58.8% | +64.1% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling