+5,103.5%
MS vs ARWR
-97.0%
+5,200.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | +1.4% | +1.7% | -0.3% | +1.4% |
| 30D | -0.3% | -0.7% | +0.4% | -0.2% |
| 3M | +0.3% | +14.9% | -14.6% | +0.2% |
| 6M | +31.3% | +32.6% | -1.3% | +31.0% |
| YTD | +24.7% | +30.0% | -5.4% | +24.3% |
| 1Y | +47.9% | +208.4% | -160.4% | +46.5% |
| 3Y | +178.3% | +208.8% | -30.5% | +174.9% |
| 5Y | +144.9% | +27.8% | +117.1% | +142.8% |
| 10Y | +804.5% | +1,107.6% | -303.0% | +779.4% |
| All | +5,103.5% | -97.0% | +5,200.6% | +4,975.7% |
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 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