+839.8%
MOD vs ARWR
+1,021.8%
-182.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.4% |
| 7D | +8.2% | -19.9% | +28.2% | +11.3% |
| 30D | -38.2% | -18.7% | -19.4% | -36.6% |
| 3M | -46.2% | -44.7% | -1.5% | -41.8% |
| 6M | -62.5% | -36.5% | -26.0% | -60.4% |
| YTD | -20.1% | -25.7% | +5.5% | -17.6% |
| 1Y | -29.7% | +18.9% | -48.6% | -32.6% |
| 3Y | +136.2% | +83.1% | +53.1% | +103.5% |
| 5Y | +820.4% | -34.9% | +855.2% | +756.2% |
| 10Y | +839.8% | +1,080.9% | -241.0% | +515.1% |
| All | +839.8% | +1,021.8% | -182.0% | +515.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling