+174.6%
ARM vs MOS
-35.0%
+209.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.7% |
| 7D | -15.2% | +21.6% | -36.8% | -21.1% |
| 30D | -40.7% | +12.0% | -52.6% | -43.2% |
| 3M | -39.1% | -3.9% | -35.2% | -38.7% |
| 6M | -26.4% | -3.3% | -23.1% | -26.4% |
| YTD | +59.7% | -4.6% | +64.4% | +55.8% |
| 1Y | +10.3% | -7.0% | +17.3% | +8.0% |
| 3Y | +228.9% | -24.4% | +253.3% | +229.2% |
| All | +174.6% | -35.0% | +209.6% | +187.8% |
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