+48.4%
MSFU vs ARWR
-22.7%
+71.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -1.9% |
| 7D | +2.5% | -2.9% | +5.4% | +2.8% |
| 30D | -1.3% | -5.4% | +4.1% | -1.1% |
| 3M | +8.6% | -32.2% | +40.9% | +7.0% |
| 6M | +48.4% | -26.5% | +74.9% | +50.4% |
| All | +48.4% | -22.7% | +71.1% | +50.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling