+785.4%
MSCI vs ARWR
+906.2%
-120.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.4% |
| 7D | +2.8% | -2.9% | +5.7% | +3.2% |
| 30D | +15.4% | -5.4% | +20.8% | +16.2% |
| 3M | +13.4% | -32.2% | +45.6% | +18.5% |
| 6M | +10.9% | -26.5% | +37.4% | +14.0% |
| YTD | +13.0% | -12.4% | +25.4% | +13.0% |
| 1Y | +12.0% | +46.9% | -34.8% | +4.2% |
| 3Y | +34.1% | +116.0% | -81.9% | +11.7% |
| 5Y | +3.9% | -28.0% | +31.9% | -4.5% |
| All | +785.4% | +906.2% | -120.8% | +530.2% |
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