+30.2%
MSFU vs ARWR
+211.2%
-181.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.2% |
| 7D | -5.7% | +1.7% | -7.4% | -5.8% |
| 30D | +4.2% | -0.7% | +4.8% | +4.2% |
| 3M | +27.9% | +14.9% | +13.0% | +25.6% |
| 6M | +37.1% | +32.6% | +4.5% | +31.8% |
| YTD | -7.4% | +30.0% | -37.4% | -11.2% |
| 1Y | -19.6% | +208.4% | -228.0% | -32.2% |
| All | +30.2% | +211.2% | -181.1% | +2.6% |
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 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