+296.4%
ARM vs MKSI
+190.8%
+105.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.3% | -0.4% | +0.8% |
| 7D | +5.5% | +1.8% | +3.7% | +4.1% |
| 30D | -8.2% | -16.8% | +8.6% | +4.0% |
| 3M | -35.9% | -21.1% | -14.8% | -25.1% |
| 6M | +103.1% | +10.8% | +92.3% | +83.5% |
| YTD | +130.6% | +63.3% | +67.3% | +53.2% |
| 1Y | +86.1% | +157.0% | -70.9% | -16.3% |
| All | +296.4% | +190.8% | +105.7% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling