+218.4%
MSI vs CHWY
-43.2%
+261.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.8% |
| 7D | -0.4% | -13.6% | +13.2% | +0.8% |
| 30D | -0.8% | -8.5% | +7.8% | -0.1% |
| 3M | +13.9% | +8.9% | +5.0% | +12.8% |
| 6M | +1.3% | -20.5% | +21.8% | +2.9% |
| YTD | +22.3% | -38.2% | +60.5% | +26.6% |
| 1Y | -3.9% | -43.3% | +39.4% | +0.2% |
| 3Y | +69.9% | -8.5% | +78.4% | +65.8% |
| 5Y | +103.8% | -72.7% | +176.5% | +110.9% |
| All | +218.4% | -43.2% | +261.6% | +166.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling