+311.3%
ARM vs MKSI
+196.6%
+114.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.8% | +2.3% |
| 7D | +11.4% | +7.7% | +3.6% | +5.5% |
| 30D | -7.4% | -12.9% | +5.4% | +2.1% |
| 3M | -24.5% | -14.8% | -9.6% | -16.9% |
| 6M | +128.7% | +26.6% | +102.0% | +87.7% |
| YTD | +139.3% | +66.6% | +72.7% | +56.7% |
| 1Y | +88.0% | +144.6% | -56.6% | -11.8% |
| All | +311.3% | +196.6% | +114.7% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling