+315.5%
ARM vs MKSI
+199.4%
+116.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | +0.1% | +0.3% |
| 7D | +12.5% | +6.6% | +5.9% | +7.4% |
| 30D | -1.4% | -8.2% | +6.9% | +4.7% |
| 3M | -18.7% | -16.4% | -2.3% | -9.0% |
| 6M | +124.6% | +23.0% | +101.7% | +88.4% |
| YTD | +141.7% | +68.2% | +73.5% | +57.2% |
| 1Y | +87.7% | +148.6% | -60.9% | -13.0% |
| All | +315.5% | +199.4% | +116.1% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 10y: compounded portfolio wealth divided by compounded MKSI 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…
10y analysis · Full analysis span regression · 6 months rolling