+67.9%
MSFT vs ARWR
-39.6%
+107.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | +2.3% | -17.7% | +20.0% | +4.4% |
| 30D | -0.4% | -21.9% | +21.6% | +2.2% |
| 3M | +5.6% | -44.5% | +50.1% | +12.3% |
| 6M | +29.0% | -32.6% | +61.5% | +33.3% |
| YTD | +10.9% | -26.2% | +37.1% | +12.6% |
| 1Y | +6.2% | +23.0% | -16.7% | 0.0% |
| 3Y | +47.6% | +81.8% | -34.1% | +21.2% |
| 5Y | +67.9% | -36.0% | +104.0% | +55.6% |
| All | +67.9% | -39.6% | +107.6% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling