+542.0%
MS vs ARWR
+1,024.2%
-482.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.6% |
| 7D | +5.1% | -17.8% | +22.9% | +7.3% |
| 30D | +5.7% | -18.1% | +23.8% | +8.0% |
| 3M | -12.2% | -44.2% | +32.0% | -6.2% |
| 6M | -0.5% | -38.6% | +38.2% | +4.6% |
| YTD | +9.8% | -28.0% | +37.9% | +12.7% |
| 1Y | +17.7% | +16.1% | +1.6% | +13.4% |
| 3Y | +176.8% | +84.0% | +92.8% | +139.9% |
| 5Y | +123.7% | -35.4% | +159.1% | +109.2% |
| All | +542.0% | +1,024.2% | -482.3% | +372.2% |
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