-94.0%
MSTU vs ARWR
+195.4%
-289.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.2% | -7.0% | -6.9% |
| 7D | -22.0% | -4.3% | -17.7% | -20.2% |
| 30D | +60.3% | -7.3% | +67.6% | +66.9% |
| 3M | -3.7% | +17.0% | -20.7% | -12.2% |
| 6M | -45.2% | +39.8% | -85.0% | -53.0% |
| YTD | -64.3% | +24.7% | -89.0% | -68.5% |
| 1Y | -94.0% | +186.5% | -280.5% | -97.7% |
| All | -94.0% | +195.4% | -289.4% | -97.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling