+2,206.8%
MKSI vs ARWR
+118.2%
+2,088.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.0% |
| 7D | +7.7% | +2.9% | +4.9% | +7.7% |
| 30D | -12.9% | -2.9% | -10.0% | -12.8% |
| 3M | -14.8% | +15.2% | -30.1% | -15.1% |
| 6M | +26.6% | +42.3% | -15.6% | +25.9% |
| YTD | +66.6% | +28.2% | +38.4% | +65.9% |
| 1Y | +144.6% | +213.2% | -68.7% | +140.2% |
| 3Y | +193.1% | +184.6% | +8.5% | +187.1% |
| 5Y | +88.6% | +29.2% | +59.3% | +85.9% |
| 10Y | +490.9% | +1,012.5% | -521.7% | +467.0% |
| All | +2,206.8% | +118.2% | +2,088.6% | +2,113.0% |
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