+145.1%
MS vs CHRW
+83.1%
+62.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +1.4% | -1.4% | +2.8% | +1.7% |
| 30D | -0.3% | -3.5% | +3.2% | +0.5% |
| 3M | +0.3% | -19.4% | +19.7% | +4.3% |
| 6M | +31.3% | -21.4% | +52.7% | +36.9% |
| YTD | +24.7% | -7.1% | +31.8% | +24.3% |
| 1Y | +47.9% | +17.8% | +30.1% | +38.0% |
| 3Y | +178.3% | +78.8% | +99.6% | +128.8% |
| All | +145.1% | +83.1% | +62.0% | +93.7% |
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 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