+15.5%
MSCI vs ARWR
+20.0%
-4.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | +2.7% | -17.7% | +20.4% | +3.3% |
| 30D | +16.2% | -21.9% | +38.1% | +17.0% |
| 3M | +17.1% | -44.5% | +61.6% | +18.8% |
| 6M | +13.0% | -32.6% | +45.6% | +14.0% |
| YTD | +15.8% | -26.2% | +42.0% | +16.1% |
| 1Y | +15.5% | +23.0% | -7.5% | +15.2% |
| All | +15.5% | +20.0% | -4.5% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling