-3.5%
MSFU vs ARWR
+59.7%
-63.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +3.6% | +9.9% | +13.4% |
| 7D | +8.2% | +2.4% | +5.8% | +8.1% |
| 30D | +10.2% | -1.1% | +11.3% | +10.1% |
| 3M | +22.9% | -31.2% | +54.1% | +22.6% |
| 6M | +63.2% | -19.3% | +82.5% | +63.2% |
| YTD | +11.7% | -7.1% | +18.9% | +9.9% |
| 1Y | -3.5% | +62.9% | -66.4% | -8.0% |
| All | -3.5% | +59.7% | -63.2% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling