+43.5%
MAS vs ARWR
-29.8%
+73.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.8% | +3.4% | -2.4% |
| 7D | +4.6% | -5.0% | +9.6% | +5.4% |
| 30D | +19.9% | -6.6% | +26.5% | +21.1% |
| 3M | +8.9% | -33.9% | +42.8% | +15.8% |
| 6M | +20.2% | -23.3% | +43.5% | +23.9% |
| YTD | +33.9% | -13.5% | +47.3% | +34.8% |
| 1Y | +34.7% | +42.5% | -7.9% | +24.2% |
| 3Y | +60.4% | +104.1% | -43.7% | +28.8% |
| 5Y | +43.5% | -28.8% | +72.3% | +18.6% |
| All | +43.5% | -29.8% | +73.3% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling