+808.2%
MAS vs ARWR
-97.0%
+905.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -0.8% | +1.7% | -2.4% | -0.8% |
| 30D | -5.6% | -0.7% | -4.9% | -5.6% |
| 3M | +4.4% | +14.9% | -10.4% | +4.3% |
| 6M | +7.2% | +32.6% | -25.4% | +7.0% |
| YTD | +16.1% | +30.0% | -13.9% | +15.8% |
| 1Y | +0.1% | +208.4% | -208.3% | -0.8% |
| 3Y | +28.3% | +208.8% | -180.5% | +26.9% |
| 5Y | +30.5% | +27.8% | +2.6% | +29.5% |
| 10Y | +139.1% | +1,107.6% | -968.4% | +133.3% |
| All | +808.2% | -97.0% | +905.3% | +796.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling