+868.6%
MSFT vs ARWR
+1,075.6%
-206.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -1.0% |
| 7D | -1.4% | +2.9% | -4.3% | -1.7% |
| 30D | -1.0% | -2.9% | +1.9% | -0.8% |
| 3M | +20.2% | +15.2% | +5.0% | +17.9% |
| 6M | +21.3% | +42.3% | -21.0% | +15.8% |
| YTD | +2.8% | +28.2% | -25.4% | -1.1% |
| 1Y | 0.0% | +213.2% | -213.3% | -13.7% |
| 3Y | +51.2% | +184.6% | -133.4% | +25.1% |
| 5Y | +71.4% | +29.2% | +42.2% | +49.6% |
| 10Y | +868.6% | +1,012.5% | -143.9% | +569.0% |
| All | +868.6% | +1,075.6% | -206.9% | +569.0% |
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