+35.6%
MSI vs ARWR
+20.5%
+15.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -15.3% | +18.0% | +2.5% |
| 7D | +8.3% | -17.3% | +25.7% | +8.2% |
| 30D | +18.9% | -21.5% | +40.4% | +18.8% |
| 3M | +13.2% | -43.8% | +57.0% | +13.7% |
| 6M | +38.3% | -32.3% | +70.5% | +38.0% |
| YTD | +38.9% | -25.8% | +64.7% | +38.8% |
| All | +35.6% | +20.5% | +15.0% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling