+19.3%
ARM vs MSCI
+17.3%
+2.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.4% | -10.7% | -4.1% |
| 7D | -18.7% | +11.5% | -30.2% | -16.7% |
| 30D | -36.7% | +22.1% | -58.8% | -34.1% |
| 3M | -31.6% | +18.4% | -50.1% | -29.3% |
| 6M | -5.6% | +16.6% | -22.3% | -2.6% |
| YTD | +75.5% | +18.8% | +56.6% | +85.0% |
| 1Y | +19.3% | +19.0% | +0.4% | +28.8% |
| All | +19.3% | +17.3% | +2.1% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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