+1,206.7%
MSI vs ARWR
-97.0%
+1,303.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -3.7% | +1.7% | -5.4% | -3.7% |
| 30D | +6.8% | -0.7% | +7.5% | +6.8% |
| 3M | +14.3% | +14.9% | -0.6% | +14.2% |
| 6M | -1.6% | +32.6% | -34.2% | -1.7% |
| YTD | +22.8% | +30.0% | -7.3% | +22.6% |
| 1Y | -1.1% | +208.4% | -209.5% | -1.7% |
| 3Y | +70.5% | +208.8% | -138.3% | +69.1% |
| 5Y | +102.8% | +27.8% | +75.0% | +101.6% |
| 10Y | +597.4% | +1,107.6% | -510.1% | +585.6% |
| All | +1,206.7% | -97.0% | +1,303.8% | +1,333.4% |
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 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