+33.8%
MAS vs ARWR
+211.2%
-177.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -0.8% | +1.7% | -2.4% | -1.0% |
| 30D | -5.6% | -0.7% | -4.9% | -5.5% |
| 3M | +4.4% | +14.9% | -10.4% | +2.0% |
| 6M | +7.2% | +32.6% | -25.4% | +2.3% |
| YTD | +16.1% | +30.0% | -13.9% | +10.8% |
| 1Y | +0.1% | +208.4% | -208.3% | -15.9% |
| All | +33.8% | +211.2% | -177.5% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling