+1,562.0%
MS vs CHRW
+4,173.0%
-2,611.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | +1.4% | -1.4% | +2.8% | +2.0% |
| 30D | -0.3% | -3.5% | +3.2% | +1.2% |
| 3M | +0.3% | -19.4% | +19.7% | +8.4% |
| 6M | +31.3% | -21.4% | +52.7% | +42.2% |
| YTD | +24.7% | -7.1% | +31.8% | +23.7% |
| 1Y | +47.9% | +17.8% | +30.1% | +28.9% |
| 3Y | +178.3% | +78.8% | +99.6% | +88.3% |
| 5Y | +144.9% | +83.5% | +61.4% | +56.8% |
| 10Y | +804.5% | +160.2% | +644.3% | +364.2% |
| All | +1,562.0% | +4,173.0% | -2,611.0% | +192.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling