+984.6%
MAS vs ARWR
-97.9%
+1,082.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.6% | +2.1% | +5.6% |
| 7D | +14.2% | +2.4% | +11.8% | +14.1% |
| 30D | +26.8% | -1.1% | +27.9% | +26.8% |
| 3M | +13.1% | -31.2% | +44.3% | +13.4% |
| 6M | +27.9% | -19.3% | +47.2% | +28.1% |
| YTD | +38.7% | -7.1% | +45.8% | +38.7% |
| 1Y | +40.4% | +62.9% | -22.5% | +39.8% |
| 3Y | +66.1% | +119.0% | -52.9% | +64.7% |
| 5Y | +47.4% | -24.4% | +71.8% | +46.8% |
| 10Y | +238.3% | +985.4% | -747.0% | +230.6% |
| All | +984.6% | -97.9% | +1,082.5% | +973.4% |
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