-1.6%
MOS vs ARWR
+1,055.7%
-1,057.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | +24.8% | -17.7% | +42.5% | +27.3% |
| 30D | +22.7% | -21.9% | +44.6% | +25.7% |
| 3M | -1.2% | -44.5% | +43.3% | +4.9% |
| 6M | +5.5% | -32.6% | +38.1% | +9.3% |
| YTD | -2.0% | -26.2% | +24.2% | -0.1% |
| 1Y | -7.9% | +23.0% | -30.9% | -12.0% |
| 3Y | -25.0% | +81.8% | -106.7% | -34.6% |
| 5Y | -27.7% | -36.0% | +8.3% | -32.2% |
| 10Y | -1.6% | +1,039.5% | -1,041.1% | -20.5% |
| All | -1.6% | +1,055.7% | -1,057.2% | -20.5% |
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 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