+674.5%
MSI vs ARWR
+921.6%
-247.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -15.3% | +18.0% | +4.0% |
| 7D | +8.3% | -17.3% | +25.7% | +10.0% |
| 30D | +18.9% | -21.5% | +40.4% | +21.2% |
| 3M | +13.2% | -43.8% | +57.0% | +18.7% |
| 6M | +38.3% | -32.3% | +70.5% | +41.8% |
| YTD | +38.9% | -25.8% | +64.7% | +40.7% |
| 1Y | +36.7% | +25.5% | +11.2% | +30.9% |
| 3Y | +76.6% | +84.1% | -7.6% | +55.3% |
| 5Y | +124.5% | -39.2% | +163.7% | +113.3% |
| 10Y | +674.5% | +1,072.4% | -397.9% | +469.4% |
| All | +674.5% | +921.6% | -247.1% | +469.4% |
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 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