+201.6%
ARM vs MOS
-37.1%
+238.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +17.4% | -22.7% | -10.6% |
| 7D | -18.7% | +17.9% | -36.6% | -23.6% |
| 30D | -36.7% | +1.6% | -38.2% | -37.3% |
| 3M | -31.6% | -4.0% | -27.6% | -31.3% |
| 6M | -5.6% | -4.1% | -1.5% | -5.3% |
| YTD | +75.5% | -7.8% | +83.3% | +73.1% |
| 1Y | +19.3% | -15.6% | +34.9% | +21.3% |
| 3Y | +258.6% | -28.9% | +287.4% | +266.0% |
| All | +201.6% | -37.1% | +238.7% | +219.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling