-61.2%
MSTZ vs ARWR
+44.4%
-105.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +1.4% |
| 7D | -1.2% | -2.9% | +1.7% | -2.0% |
| 30D | +22.2% | -5.4% | +27.6% | +20.8% |
| 3M | -70.4% | -32.2% | -38.2% | -74.5% |
| 6M | -31.0% | -26.5% | -4.5% | -36.0% |
| YTD | -81.0% | -12.4% | -68.7% | -80.4% |
| 1Y | -61.2% | +46.9% | -108.0% | -47.6% |
| All | -61.2% | +44.4% | -105.6% | -47.6% |
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 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