+481.0%
MSTR vs ARWR
+1,024.2%
-543.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.8% | -2.8% |
| 7D | -13.4% | -17.8% | +4.4% | -9.4% |
| 30D | -22.1% | -18.1% | -3.9% | -18.2% |
| 3M | +15.0% | -44.2% | +59.1% | +32.0% |
| 6M | -37.3% | -38.6% | +1.3% | -30.1% |
| YTD | -26.5% | -28.0% | +1.5% | -21.9% |
| 1Y | -46.5% | +16.1% | -62.6% | -49.9% |
| 3Y | +121.1% | +84.0% | +37.1% | +72.2% |
| 5Y | +37.5% | -35.4% | +72.9% | +27.7% |
| All | +481.0% | +1,024.2% | -543.2% | +316.9% |
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