+35.8%
ARM vs MKSI
+43.6%
-7.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +5.9% | +6.2% | +7.7% |
| 7D | +6.0% | +15.9% | -9.9% | -4.6% |
| 30D | -20.3% | -9.6% | -10.8% | -14.2% |
| 3M | -24.4% | -23.2% | -1.2% | -8.9% |
| 6M | -4.4% | -29.2% | +24.8% | +21.3% |
| YTD | +86.0% | +41.8% | +44.2% | +59.3% |
| 1Y | +35.8% | +48.7% | -12.9% | +12.8% |
| All | +35.8% | +43.6% | -7.8% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling