+5,122.4%
MSFT vs CHRW
+3,527.3%
+1,595.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.4% |
| 7D | +1.7% | +0.6% | +1.1% | +1.5% |
| 30D | +0.2% | -7.3% | +7.4% | +1.9% |
| 3M | +6.4% | -14.2% | +20.5% | +10.0% |
| 6M | +28.7% | -25.1% | +53.8% | +35.6% |
| YTD | +10.4% | -21.2% | +31.6% | +13.1% |
| 1Y | +7.6% | -14.2% | +21.8% | +7.3% |
| 3Y | +52.3% | +63.5% | -11.2% | +20.6% |
| 5Y | +64.5% | +49.6% | +14.9% | +31.7% |
| 10Y | +917.8% | +129.4% | +788.4% | +595.5% |
| All | +5,122.4% | +3,527.3% | +1,595.1% | +1,452.9% |
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