+554.8%
MA vs ARWR
+921.6%
-366.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -15.3% | +15.8% | +2.1% |
| 7D | -0.3% | -17.3% | +17.0% | +1.5% |
| 30D | +11.3% | -21.5% | +32.8% | +13.9% |
| 3M | +16.7% | -43.8% | +60.5% | +23.3% |
| 6M | +32.8% | -32.3% | +65.0% | +36.8% |
| YTD | +15.6% | -25.8% | +41.4% | +17.4% |
| 1Y | +19.6% | +25.5% | -5.9% | +14.0% |
| 3Y | +72.1% | +84.1% | -12.0% | +48.8% |
| 5Y | +96.0% | -39.2% | +135.3% | +85.3% |
| 10Y | +554.8% | +1,072.4% | -517.6% | +348.5% |
| All | +554.8% | +921.6% | -366.8% | +348.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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