-86.8%
MSTU vs ARWR
+325.6%
-412.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.4% | -7.2% | -7.9% |
| 7D | +16.1% | +2.9% | +13.3% | +14.6% |
| 30D | +68.7% | -2.9% | +71.5% | +71.6% |
| 3M | -11.0% | +15.2% | -26.2% | -18.6% |
| 6M | -33.4% | +42.3% | -75.7% | -44.5% |
| YTD | -59.5% | +28.2% | -87.7% | -65.2% |
| 1Y | -93.4% | +213.2% | -306.6% | -96.6% |
| All | -86.8% | +325.6% | -412.4% | -95.2% |
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 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