-56.2%
MSTZ vs ARWR
+12.4%
-68.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -4.5% | +17.3% | +10.4% |
| 7D | +25.6% | -17.9% | +43.5% | +14.4% |
| 30D | +50.6% | -18.9% | +69.4% | +38.0% |
| 3M | -64.5% | -46.0% | -18.5% | -72.6% |
| 6M | -14.0% | -40.3% | +26.3% | -28.1% |
| YTD | -76.4% | -29.0% | -47.4% | -77.9% |
| 1Y | -56.2% | +13.8% | -70.1% | -46.6% |
| All | -56.2% | +12.4% | -68.6% | -46.6% |
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