+88.0%
MSFU vs ARWR
+27.7%
+60.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.2% |
| 7D | -2.8% | -17.8% | +15.1% | -0.6% |
| 30D | -5.3% | -18.1% | +12.8% | -3.0% |
| 3M | +7.2% | -44.2% | +51.4% | +15.1% |
| 6M | +51.0% | -38.6% | +89.6% | +59.0% |
| YTD | -1.2% | -28.0% | +26.8% | +0.6% |
| 1Y | -10.3% | +16.1% | -26.5% | -16.1% |
| 3Y | +22.2% | +84.0% | -61.8% | -5.2% |
| All | +88.0% | +27.7% | +60.3% | +56.7% |
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