+526.8%
MSTR vs ARWR
+1,055.7%
-528.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.5% |
| 7D | -10.7% | -17.7% | +7.0% | -6.6% |
| 30D | -21.6% | -21.9% | +0.4% | -16.8% |
| 3M | +24.4% | -44.5% | +68.9% | +42.9% |
| 6M | -35.5% | -32.6% | -2.9% | -29.7% |
| YTD | -20.3% | -26.2% | +5.9% | -15.9% |
| 1Y | -49.3% | +23.0% | -72.3% | -53.3% |
| 3Y | +137.8% | +81.8% | +56.0% | +85.6% |
| 5Y | +48.3% | -36.0% | +84.3% | +37.5% |
| 10Y | +526.8% | +1,039.5% | -512.7% | +348.2% |
| All | +526.8% | +1,055.7% | -528.9% | +348.2% |
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