-91.0%
MSTU vs ARWR
+145.0%
-236.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.8% | -7.0% |
| 7D | -21.7% | -17.7% | -4.0% | -12.7% |
| 30D | -42.8% | -21.9% | -20.9% | -34.0% |
| 3M | +21.4% | -44.5% | +65.9% | +68.0% |
| 6M | -74.1% | -32.6% | -41.5% | -67.8% |
| YTD | -72.4% | -26.2% | -46.2% | -67.8% |
| 1Y | -90.1% | +23.0% | -113.0% | -91.5% |
| All | -91.0% | +145.0% | -236.0% | -95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling