-32.8%
MOS vs ARWR
-28.9%
-3.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | 0.0% |
| 7D | +21.6% | -2.9% | +24.5% | +22.0% |
| 30D | +12.0% | -5.4% | +17.4% | +12.6% |
| 3M | -3.9% | -32.2% | +28.4% | +0.2% |
| 6M | -3.3% | -26.5% | +23.2% | -0.6% |
| YTD | -4.6% | -12.4% | +7.7% | -4.5% |
| 1Y | -7.0% | +46.9% | -53.8% | -12.9% |
| 3Y | -24.4% | +116.0% | -140.4% | -36.4% |
| All | -32.8% | -28.9% | -3.8% | -38.0% |
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