+296.4%
ARM vs MS
+171.0%
+125.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.7% | +3.7% |
| 7D | +5.5% | +1.4% | +4.1% | +4.2% |
| 30D | -8.2% | -0.3% | -7.9% | -8.3% |
| 3M | -35.9% | +0.3% | -36.2% | -35.9% |
| 6M | +103.1% | +31.3% | +71.8% | +63.2% |
| YTD | +130.6% | +24.7% | +106.0% | +91.1% |
| 1Y | +86.1% | +47.9% | +38.2% | +33.0% |
| All | +296.4% | +171.0% | +125.5% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling