+4,818.2%
MSFT vs CHRW
+4,173.0%
+645.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.3% |
| 7D | -2.7% | -1.4% | -1.3% | -2.3% |
| 30D | +2.7% | -3.5% | +6.2% | +3.6% |
| 3M | +17.0% | -19.4% | +36.4% | +22.0% |
| 6M | +23.8% | -21.4% | +45.2% | +29.5% |
| YTD | +4.0% | -7.1% | +11.1% | +2.6% |
| 1Y | -0.8% | +17.8% | -18.6% | -9.8% |
| 3Y | +55.6% | +78.8% | -23.2% | +21.4% |
| 5Y | +72.9% | +83.5% | -10.6% | +31.6% |
| 10Y | +875.8% | +160.2% | +715.6% | +549.5% |
| All | +4,818.2% | +4,173.0% | +645.2% | +1,308.9% |
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