+1,301.2%
MS vs CHRW
+3,613.5%
-2,312.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.8% | -4.0% |
| 7D | -3.4% | +0.7% | -4.1% | -3.7% |
| 30D | -3.9% | -5.0% | +1.1% | -2.3% |
| 3M | -15.9% | -16.1% | +0.2% | -10.2% |
| 6M | -2.5% | -22.6% | +20.2% | +5.6% |
| YTD | +5.1% | -19.3% | +24.4% | +9.8% |
| 1Y | +13.0% | -14.9% | +27.9% | +14.8% |
| 3Y | +160.7% | +68.0% | +92.6% | +78.5% |
| 5Y | +114.0% | +53.2% | +60.9% | +47.6% |
| 10Y | +637.5% | +134.8% | +502.6% | +291.0% |
| All | +1,301.2% | +3,613.5% | -2,312.4% | +159.7% |
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 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