+47.4%
MAS vs ARWR
-23.0%
+70.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.6% | +2.1% | +5.1% |
| 7D | +14.2% | +2.4% | +11.8% | +13.8% |
| 30D | +26.8% | -1.1% | +27.9% | +26.9% |
| 3M | +13.1% | -31.2% | +44.3% | +19.5% |
| 6M | +27.9% | -19.3% | +47.2% | +30.9% |
| YTD | +38.7% | -7.1% | +45.8% | +38.1% |
| 1Y | +40.4% | +62.9% | -22.5% | +26.7% |
| 3Y | +66.1% | +119.0% | -52.9% | +32.0% |
| 5Y | +47.4% | -24.4% | +71.8% | +20.5% |
| All | +47.4% | -23.0% | +70.4% | +20.5% |
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 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