-4.1%
MOS vs ARWR
-16.6%
+12.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +3.6% | +13.8% | +16.8% |
| 7D | +17.9% | +2.4% | +15.6% | +17.5% |
| 30D | +1.6% | -1.1% | +2.7% | +1.7% |
| 3M | -4.0% | -31.2% | +27.2% | +0.8% |
| 6M | -4.1% | -19.3% | +15.2% | -4.1% |
| All | -4.1% | -16.6% | +12.5% | -4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling