-85.6%
MSTU vs ARWR
+331.7%
-417.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +21.3% | +1.7% | +19.6% | +20.2% |
| 30D | +90.8% | -0.7% | +91.5% | +91.9% |
| 3M | -6.8% | +14.9% | -21.6% | -14.4% |
| 6M | -39.8% | +32.6% | -72.5% | -48.1% |
| YTD | -55.7% | +30.0% | -85.7% | -62.2% |
| 1Y | -92.7% | +208.4% | -301.0% | -96.3% |
| All | -85.6% | +331.7% | -417.3% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling