+214.1%
MSI vs CHWY
-42.4%
+256.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.8% | +10.2% | +0.3% |
| 7D | -4.0% | -14.1% | +10.2% | -2.7% |
| 30D | -0.5% | -8.1% | +7.7% | +0.2% |
| 3M | +11.4% | +1.7% | +9.7% | +11.0% |
| 6M | +1.0% | -20.7% | +21.6% | +2.5% |
| YTD | +20.7% | -37.2% | +57.9% | +24.7% |
| 1Y | -2.7% | -50.7% | +48.0% | +2.5% |
| 3Y | +68.2% | -9.7% | +77.9% | +64.4% |
| 5Y | +100.0% | -72.9% | +172.9% | +107.0% |
| All | +214.1% | -42.4% | +256.5% | +162.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling