+570.4%
MSTR vs ARWR
+906.2%
-335.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | -1.2% | -2.9% | +1.7% | -0.4% |
| 30D | -15.9% | -5.4% | -10.5% | -14.7% |
| 3M | +33.1% | -32.2% | +65.4% | +45.9% |
| 6M | -31.0% | -26.5% | -4.5% | -26.4% |
| YTD | -15.1% | -12.4% | -2.8% | -13.8% |
| 1Y | -45.6% | +46.9% | -92.5% | -51.7% |
| 3Y | +180.5% | +116.0% | +64.5% | +112.1% |
| 5Y | +61.7% | -28.0% | +89.6% | +45.3% |
| All | +570.4% | +906.2% | -335.8% | +371.9% |
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