+519.3%
MS vs CHWY
-41.4%
+560.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.4% |
| 7D | -2.1% | -12.0% | +10.0% | -0.6% |
| 30D | -1.1% | -6.2% | +5.1% | -0.5% |
| 3M | +3.5% | +5.5% | -2.0% | +2.2% |
| 6M | +33.7% | -17.8% | +51.5% | +36.0% |
| YTD | +21.8% | -36.2% | +58.0% | +27.7% |
| 1Y | +41.1% | -40.0% | +81.1% | +48.7% |
| 3Y | +174.5% | -8.3% | +182.8% | +166.8% |
| 5Y | +140.7% | -71.9% | +212.5% | +153.9% |
| All | +519.3% | -41.4% | +560.8% | +379.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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