+162.2%
ARM vs MOS
-35.0%
+197.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +3.3% | -16.4% | -14.1% |
| 7D | -27.1% | +22.5% | -49.6% | -32.4% |
| 30D | -44.9% | +6.6% | -51.5% | -46.3% |
| 3M | -39.3% | -3.8% | -35.5% | -38.9% |
| 6M | -20.2% | -2.2% | -18.0% | -20.5% |
| YTD | +52.5% | -4.8% | +57.3% | +48.8% |
| 1Y | +4.1% | -11.7% | +15.8% | +4.0% |
| 3Y | +211.7% | -26.5% | +238.2% | +214.6% |
| All | +162.2% | -35.0% | +197.2% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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