+69.6%
MOS vs ARWR
-98.0%
+167.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.8% | +10.1% | +3.3% |
| 7D | +22.5% | -5.0% | +27.5% | +22.5% |
| 30D | +6.6% | -6.6% | +13.3% | +6.7% |
| 3M | -3.8% | -33.9% | +30.1% | -3.6% |
| 6M | -2.2% | -23.3% | +21.1% | -2.1% |
| YTD | -4.8% | -13.5% | +8.7% | -4.7% |
| 1Y | -11.7% | +42.5% | -54.3% | -12.0% |
| 3Y | -26.5% | +104.1% | -130.6% | -27.1% |
| 5Y | -32.2% | -28.8% | -3.4% | -32.5% |
| 10Y | +10.2% | +911.6% | -901.4% | +8.2% |
| All | +69.6% | -98.0% | +167.6% | +84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling