+820.4%
MSCI vs ARWR
+1,021.8%
-201.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -1.9% | -19.9% | +18.0% | +0.6% |
| 30D | +16.5% | -18.7% | +35.2% | +19.2% |
| 3M | +18.2% | -44.7% | +62.9% | +26.5% |
| 6M | +14.0% | -36.5% | +50.5% | +19.2% |
| YTD | +16.6% | -25.7% | +42.2% | +18.8% |
| 1Y | +14.8% | +18.9% | -4.1% | +9.2% |
| 3Y | +33.3% | +83.1% | -49.8% | +12.5% |
| 5Y | +9.1% | -34.9% | +43.9% | +1.2% |
| 10Y | +820.4% | +1,080.9% | -260.5% | +550.2% |
| All | +820.4% | +1,021.8% | -201.5% | +550.2% |
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