+145.1%
MS vs ARWR
+28.5%
+116.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | +1.4% | +1.7% | -0.3% | +1.1% |
| 30D | -0.3% | -0.7% | +0.4% | -0.2% |
| 3M | +0.3% | +14.9% | -14.6% | -2.3% |
| 6M | +31.3% | +32.6% | -1.3% | +24.5% |
| YTD | +24.7% | +30.0% | -5.4% | +18.2% |
| 1Y | +47.9% | +208.4% | -160.4% | +21.1% |
| 3Y | +178.3% | +208.8% | -30.5% | +110.1% |
| All | +145.1% | +28.5% | +116.6% | +93.7% |
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