+800.7%
MSCI vs ARWR
+1,055.7%
-255.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +2.7% | -17.7% | +20.4% | +5.0% |
| 30D | +16.2% | -21.9% | +38.1% | +19.6% |
| 3M | +17.1% | -44.5% | +61.6% | +25.2% |
| 6M | +13.0% | -32.6% | +45.6% | +17.2% |
| YTD | +15.8% | -26.2% | +42.0% | +18.0% |
| 1Y | +15.5% | +23.0% | -7.5% | +9.3% |
| 3Y | +32.3% | +81.8% | -49.4% | +11.8% |
| 5Y | +8.2% | -36.0% | +44.2% | +0.6% |
| 10Y | +800.7% | +1,039.5% | -238.8% | +536.2% |
| All | +800.7% | +1,055.7% | -255.0% | +536.2% |
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