+201.6%
ARM vs MAS
+63.9%
+137.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.6% | -10.9% | -8.5% |
| 7D | -18.7% | +14.2% | -32.9% | -25.4% |
| 30D | -36.7% | +26.8% | -63.5% | -46.0% |
| 3M | -31.6% | +13.1% | -44.8% | -37.5% |
| 6M | -5.6% | +27.9% | -33.6% | -21.5% |
| YTD | +75.5% | +38.7% | +36.8% | +36.2% |
| 1Y | +19.3% | +40.4% | -21.0% | -8.7% |
| 3Y | +258.6% | +66.1% | +192.5% | +128.2% |
| All | +201.6% | +63.9% | +137.7% | +103.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling