-88.0%
MSTU vs CHWY
-36.6%
-51.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.0% | +6.6% | +6.5% |
| 7D | -16.6% | -13.6% | -3.0% | -4.8% |
| 30D | +69.7% | -8.5% | +78.3% | +82.1% |
| 3M | -7.5% | +8.9% | -16.4% | -16.3% |
| 6M | -43.1% | -20.5% | -22.7% | -31.3% |
| YTD | -63.0% | -38.2% | -24.9% | -41.5% |
| 1Y | -93.8% | -43.3% | -50.5% | -89.7% |
| All | -88.0% | -36.6% | -51.3% | -86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling