+93.3%
MSFU vs ARWR
+55.4%
+37.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.0% |
| 7D | +2.5% | -2.9% | +5.4% | +3.0% |
| 30D | -1.3% | -5.4% | +4.1% | -0.5% |
| 3M | +8.6% | -32.2% | +40.9% | +14.1% |
| 6M | +48.4% | -26.5% | +74.9% | +53.0% |
| YTD | +1.6% | -12.4% | +14.0% | +1.2% |
| 1Y | -5.8% | +46.9% | -52.6% | -14.4% |
| 3Y | +30.9% | +116.0% | -85.0% | +0.1% |
| All | +93.3% | +55.4% | +37.9% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling