+2,781.3%
MSCI vs ARWR
+31.8%
+2,749.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.8% | +4.1% | -2.1% |
| 7D | +6.0% | -5.0% | +11.0% | +6.5% |
| 30D | +18.2% | -6.6% | +24.8% | +18.9% |
| 3M | +15.1% | -33.9% | +49.0% | +19.0% |
| 6M | +13.7% | -23.3% | +37.0% | +15.6% |
| YTD | +15.6% | -13.5% | +29.1% | +15.8% |
| 1Y | +16.3% | +42.5% | -26.2% | +11.0% |
| 3Y | +36.9% | +104.1% | -67.2% | +21.7% |
| 5Y | +6.3% | -28.8% | +35.1% | +0.8% |
| 10Y | +823.0% | +911.6% | -88.6% | +571.2% |
| All | +2,781.3% | +31.8% | +2,749.5% | +1,915.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling