+222.1%
MAS vs ARWR
+894.1%
-672.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.8% | +3.4% | -2.7% |
| 7D | +4.6% | -5.0% | +9.6% | +5.1% |
| 30D | +19.9% | -6.6% | +26.5% | +20.7% |
| 3M | +8.9% | -33.9% | +42.8% | +13.5% |
| 6M | +20.2% | -23.3% | +43.5% | +22.8% |
| YTD | +33.9% | -13.5% | +47.3% | +34.7% |
| 1Y | +34.7% | +42.5% | -7.9% | +27.9% |
| 3Y | +60.4% | +104.1% | -43.7% | +40.3% |
| 5Y | +43.5% | -28.8% | +72.3% | +33.2% |
| All | +222.1% | +894.1% | -672.1% | +146.6% |
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