+296.4%
ARM vs MAS
+37.3%
+259.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.8% | +2.1% | +2.8% |
| 7D | +5.5% | -0.8% | +6.2% | +6.0% |
| 30D | -8.2% | -5.6% | -2.6% | -4.9% |
| 3M | -35.9% | +4.4% | -40.4% | -38.7% |
| 6M | +103.1% | +7.2% | +95.9% | +90.1% |
| YTD | +130.6% | +16.1% | +114.5% | +102.3% |
| 1Y | +86.1% | +0.1% | +86.0% | +80.2% |
| All | +296.4% | +37.3% | +259.2% | +202.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 3y: compounded portfolio wealth divided by compounded MAS 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…
3y analysis · Full analysis span regression · 6 months rolling