+868.6%
MSFT vs CHRW
+168.2%
+700.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -1.5% |
| 7D | -1.4% | +1.9% | -3.4% | -1.8% |
| 30D | -1.0% | +0.9% | -2.0% | -1.3% |
| 3M | +20.2% | -19.9% | +40.1% | +24.7% |
| 6M | +21.3% | -15.8% | +37.1% | +23.6% |
| YTD | +2.8% | -5.6% | +8.4% | +0.5% |
| 1Y | 0.0% | +21.0% | -21.1% | -10.1% |
| 3Y | +51.2% | +86.0% | -34.8% | +15.3% |
| 5Y | +71.4% | +88.6% | -17.2% | +27.0% |
| 10Y | +868.6% | +169.3% | +699.3% | +498.3% |
| All | +868.6% | +168.2% | +700.4% | +498.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling