+85.8%
MSFU vs ARWR
+31.9%
+53.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.7% | -5.5% | -4.9% |
| 7D | -12.7% | -19.9% | +7.3% | -10.3% |
| 30D | -9.0% | -18.7% | +9.7% | -6.7% |
| 3M | +2.9% | -44.7% | +47.6% | +10.6% |
| 6M | +43.5% | -36.5% | +80.0% | +50.5% |
| YTD | -2.4% | -25.7% | +23.2% | -1.0% |
| 1Y | -13.5% | +18.9% | -32.4% | -19.3% |
| 3Y | +19.2% | +83.1% | -63.9% | -7.1% |
| All | +85.8% | +31.9% | +53.8% | +54.2% |
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