+32.3%
MSCI vs ARWR
+79.9%
-47.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -15.3% | +16.2% | +2.0% |
| 7D | +1.5% | -17.3% | +18.8% | +2.8% |
| 30D | +14.4% | -21.5% | +35.9% | +16.3% |
| 3M | +15.2% | -43.8% | +59.0% | +19.9% |
| 6M | +11.2% | -32.3% | +43.5% | +13.6% |
| YTD | +13.9% | -25.8% | +39.8% | +15.1% |
| 1Y | +12.5% | +25.5% | -13.0% | +8.0% |
| 3Y | +32.3% | +84.1% | -51.9% | +13.6% |
| All | +32.3% | +79.9% | -47.6% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling