+556.2%
MS vs ARWR
+1,021.8%
-465.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | -1.7% | -19.9% | +18.2% | +0.7% |
| 30D | +0.9% | -18.7% | +19.6% | +3.2% |
| 3M | -10.8% | -44.7% | +33.9% | -4.7% |
| 6M | +0.9% | -36.5% | +37.4% | +5.6% |
| YTD | +9.8% | -25.7% | +35.5% | +12.3% |
| 1Y | +17.1% | +18.9% | -1.9% | +12.5% |
| 3Y | +175.7% | +83.1% | +92.6% | +139.0% |
| 5Y | +125.9% | -34.9% | +160.7% | +110.9% |
| 10Y | +556.2% | +1,080.9% | -524.7% | +380.9% |
| All | +556.2% | +1,021.8% | -465.6% | +380.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling