+74.4%
MSI vs ARWR
+105.6%
-31.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.5% |
| 7D | +4.7% | -2.9% | +7.6% | +4.8% |
| 30D | +14.8% | -5.4% | +20.2% | +15.0% |
| 3M | +8.8% | -32.2% | +41.0% | +10.6% |
| 6M | +19.3% | -26.5% | +45.8% | +20.5% |
| YTD | +35.3% | -12.4% | +47.7% | +35.3% |
| 1Y | +33.8% | +46.9% | -13.1% | +29.6% |
| 3Y | +74.4% | +116.0% | -41.5% | +60.8% |
| All | +74.4% | +105.6% | -31.2% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling