+84.3%
MKSI vs ARWR
+29.9%
+54.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +2.7% | -4.0% | +6.7% | +3.8% |
| 30D | -12.8% | -5.0% | -7.8% | -11.6% |
| 3M | -22.5% | +11.3% | -33.9% | -25.5% |
| 6M | +19.4% | +42.6% | -23.2% | +6.8% |
| YTD | +67.7% | +24.8% | +42.9% | +54.7% |
| 1Y | +131.4% | +178.8% | -47.4% | +66.8% |
| 3Y | +197.3% | +183.3% | +14.0% | +87.3% |
| All | +84.3% | +29.9% | +54.4% | +30.5% |
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