+1,604.6%
MOD vs ARWR
+1,117.8%
+486.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +9.6% | +1.7% | +7.9% | +9.3% |
| 30D | 0.0% | -0.7% | +0.7% | +0.1% |
| 3M | -35.4% | +14.9% | -50.2% | -36.8% |
| 6M | -7.3% | +32.6% | -39.9% | -11.2% |
| YTD | +45.8% | +30.0% | +15.8% | +39.9% |
| 1Y | +43.1% | +208.4% | -165.2% | +21.2% |
| 3Y | +297.7% | +208.8% | +88.9% | +221.6% |
| 5Y | +1,478.8% | +27.8% | +1,450.9% | +1,250.8% |
| All | +1,604.6% | +1,117.8% | +486.8% | +989.6% |
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