+201.6%
ARM vs MS
+142.9%
+58.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.2% | -9.5% | -9.2% |
| 7D | -18.7% | +2.6% | -21.3% | -20.8% |
| 30D | -36.7% | +2.6% | -39.3% | -38.2% |
| 3M | -31.6% | -10.1% | -21.6% | -24.7% |
| 6M | -5.6% | +4.4% | -10.0% | -7.1% |
| YTD | +75.5% | +11.7% | +63.7% | +61.2% |
| 1Y | +19.3% | +20.9% | -1.6% | +2.4% |
| 3Y | +258.6% | +177.1% | +81.4% | +59.0% |
| All | +201.6% | +142.9% | +58.7% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling