-99.3%
MSTZ vs ARWR
+146.8%
-246.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -1.8% |
| 7D | +31.0% | -19.9% | +51.0% | +17.2% |
| 30D | +34.0% | -18.7% | +52.7% | +22.1% |
| 3M | -67.7% | -44.7% | -23.0% | -75.6% |
| 6M | -14.9% | -36.5% | +21.6% | -28.2% |
| YTD | -79.1% | -25.7% | -53.4% | -80.0% |
| 1Y | -58.9% | +18.9% | -77.9% | -46.9% |
| All | -99.3% | +146.8% | -246.1% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling