+495.5%
MSTR vs ARWR
+1,009.4%
-513.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.5% | -2.0% | -5.4% |
| 7D | -11.5% | -17.9% | +6.4% | -7.4% |
| 30D | -24.8% | -18.9% | -5.9% | -20.9% |
| 3M | +20.6% | -46.0% | +66.6% | +39.6% |
| 6M | -38.0% | -40.3% | +2.4% | -30.3% |
| YTD | -24.7% | -29.0% | +4.3% | -19.7% |
| 1Y | -49.1% | +13.8% | -62.9% | -52.1% |
| 3Y | +124.7% | +74.9% | +49.8% | +77.1% |
| 5Y | +40.9% | -36.2% | +77.2% | +31.4% |
| All | +495.5% | +1,009.4% | -513.9% | +328.8% |
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 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