+10.3%
ARM vs MS
+12.8%
-2.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.3% | +5.3% |
| 7D | -15.2% | -1.6% | -13.7% | -13.6% |
| 30D | -40.7% | -3.8% | -36.9% | -37.7% |
| 3M | -39.1% | -14.6% | -24.5% | -27.4% |
| 6M | -26.4% | -5.1% | -21.3% | -19.7% |
| YTD | +59.7% | +4.5% | +55.2% | +55.3% |
| 1Y | +10.3% | +13.5% | -3.2% | +0.3% |
| All | +10.3% | +12.8% | -2.4% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 1y: compounded portfolio wealth divided by compounded MS 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…
1y analysis · Full analysis span regression · 6 months rolling