+219.8%
ARM vs MKSI
+152.5%
+67.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +5.9% | +6.2% | +7.6% |
| 7D | +6.0% | +15.9% | -9.9% | -4.9% |
| 30D | -20.3% | -9.6% | -10.8% | -13.6% |
| 3M | -24.4% | -23.2% | -1.2% | -7.5% |
| 6M | -4.4% | -29.2% | +24.8% | +22.6% |
| YTD | +86.0% | +41.8% | +44.2% | +38.8% |
| 1Y | +35.8% | +48.7% | -12.9% | -2.9% |
| 3Y | +289.1% | +225.3% | +63.8% | +43.3% |
| All | +219.8% | +152.5% | +67.3% | +43.0% |
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