-28.3%
MOS vs ARWR
+211.2%
-239.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +9.5% | +1.7% | +7.8% | +9.3% |
| 30D | +10.4% | -0.7% | +11.1% | +10.5% |
| 3M | +12.9% | +14.9% | -2.0% | +10.5% |
| 6M | +1.2% | +32.6% | -31.4% | -3.0% |
| YTD | +9.3% | +30.0% | -20.7% | +4.7% |
| 1Y | -18.0% | +208.4% | -226.3% | -30.9% |
| All | -28.3% | +211.2% | -239.5% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling