+114.0%
MS vs ARWR
-29.8%
+143.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.8% | +0.9% | -4.9% |
| 7D | -3.4% | -5.0% | +1.6% | -2.6% |
| 30D | -3.9% | -6.6% | +2.7% | -2.9% |
| 3M | -15.9% | -33.9% | +18.0% | -10.6% |
| 6M | -2.5% | -23.3% | +20.8% | +0.6% |
| YTD | +5.1% | -13.5% | +18.5% | +5.8% |
| 1Y | +13.0% | +42.5% | -29.6% | +4.3% |
| 3Y | +160.7% | +104.1% | +56.5% | +109.6% |
| 5Y | +114.0% | -28.8% | +142.9% | +82.3% |
| All | +114.0% | -29.8% | +143.8% | +82.3% |
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