+296.4%
ARM vs MOS
-25.4%
+321.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.5% | +3.4% |
| 7D | +5.5% | +9.5% | -4.1% | +2.0% |
| 30D | -8.2% | +10.4% | -18.6% | -11.7% |
| 3M | -35.9% | +12.9% | -48.8% | -39.1% |
| 6M | +103.1% | +1.2% | +101.9% | +96.7% |
| YTD | +130.6% | +9.3% | +121.3% | +115.1% |
| 1Y | +86.1% | -18.0% | +104.0% | +94.2% |
| All | +296.4% | -25.4% | +321.9% | +297.5% |
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