-87.5%
MSTU vs ARWR
+313.1%
-400.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.9% | -2.5% | -3.9% |
| 7D | +12.9% | -3.2% | +16.1% | +15.2% |
| 30D | +68.3% | -6.5% | +74.8% | +74.9% |
| 3M | +0.4% | +12.7% | -12.3% | -7.1% |
| 6M | -41.5% | +36.2% | -77.7% | -50.2% |
| YTD | -61.7% | +24.5% | -86.2% | -66.5% |
| 1Y | -93.7% | +198.0% | -291.6% | -96.7% |
| All | -87.5% | +313.1% | -400.7% | -95.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling