-32.0%
MSTZ vs ARWR
-25.6%
-6.3%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -6.8% | +24.5% | +12.8% |
| 7D | +13.4% | -5.0% | +18.4% | +10.4% |
| 30D | +37.5% | -6.6% | +44.2% | +34.1% |
| 3M | -69.9% | -33.9% | -36.1% | -75.4% |
| 6M | -32.0% | -23.3% | -8.6% | -34.8% |
| All | -32.0% | -25.6% | -6.3% | -34.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling