-9.6%
MOS vs ARWR
+28.5%
-38.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.7% |
| 6M | +1.2% | +32.6% | -31.4% | -2.7% |
| YTD | +9.3% | +30.0% | -20.7% | +5.0% |
| 1Y | -18.0% | +208.4% | -226.3% | -29.6% |
| 3Y | -29.0% | +208.8% | -237.8% | -42.5% |
| All | -9.6% | +28.5% | -38.1% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling