-88.4%
MSTU vs CHWY
-34.6%
-53.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.6% | -8.4% | -8.3% |
| 7D | -22.0% | -12.0% | -10.0% | -12.3% |
| 30D | +60.3% | -6.2% | +66.5% | +68.3% |
| 3M | -3.7% | +5.5% | -9.2% | -10.6% |
| 6M | -45.2% | -17.8% | -27.4% | -35.7% |
| YTD | -64.3% | -36.2% | -28.1% | -45.0% |
| 1Y | -94.0% | -40.0% | -54.1% | -90.7% |
| All | -88.4% | -34.6% | -53.7% | -87.3% |
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