+46.0%
MSFT vs ARWR
+77.5%
-31.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.8% | +0.6% |
| 7D | -2.4% | -17.9% | +15.5% | -1.5% |
| 30D | -3.8% | -18.9% | +15.1% | -2.8% |
| 3M | +6.4% | -46.0% | +52.4% | +9.6% |
| 6M | +28.8% | -40.3% | +69.1% | +31.7% |
| YTD | +8.8% | -29.0% | +37.8% | +9.7% |
| 1Y | +3.2% | +13.8% | -10.7% | +0.3% |
| All | +46.0% | +77.5% | -31.5% | +31.0% |
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 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