+671.4%
MSI vs ARWR
+1,055.7%
-384.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +7.4% | -17.7% | +25.1% | +9.1% |
| 30D | +18.7% | -21.9% | +40.6% | +21.1% |
| 3M | +14.5% | -44.5% | +59.0% | +20.2% |
| 6M | +38.1% | -32.6% | +70.7% | +41.7% |
| YTD | +38.7% | -26.2% | +64.9% | +40.6% |
| 1Y | +35.4% | +23.0% | +12.4% | +29.9% |
| 3Y | +75.1% | +81.8% | -6.7% | +54.2% |
| 5Y | +126.4% | -36.0% | +162.4% | +114.1% |
| 10Y | +671.4% | +1,039.5% | -368.1% | +467.7% |
| All | +671.4% | +1,055.7% | -384.3% | +467.7% |
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