+73.2%
MSFU vs CHWY
-37.4%
+110.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.2% | +1.9% |
| 7D | -1.8% | -13.6% | +11.8% | +1.5% |
| 30D | +0.5% | -8.5% | +9.0% | +2.3% |
| 3M | +51.9% | +8.9% | +43.0% | +47.9% |
| 6M | +35.0% | -20.5% | +55.4% | +40.9% |
| YTD | -9.0% | -38.2% | +29.1% | +0.1% |
| 1Y | -18.8% | -43.3% | +24.4% | -9.4% |
| 3Y | +25.5% | -8.5% | +34.0% | +20.7% |
| All | +73.2% | -37.4% | +110.6% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling