+183.9%
MS vs CHWY
+0.5%
+183.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.5% |
| 7D | +2.5% | -1.9% | +4.4% | +2.7% |
| 30D | 0.0% | -1.1% | +1.1% | 0.0% |
| 3M | +2.4% | +15.5% | -13.0% | +0.3% |
| 6M | +36.4% | -8.5% | +44.9% | +37.4% |
| YTD | +23.8% | -29.6% | +53.4% | +28.7% |
| 1Y | +48.6% | -44.1% | +92.7% | +58.4% |
| All | +183.9% | +0.5% | +183.3% | +177.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling