+199.6%
ARM vs MSCI
+28.0%
+171.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -6.0% | -5.0% |
| 7D | +9.1% | +3.0% | +6.1% | +8.2% |
| 30D | -19.9% | +17.8% | -37.7% | -24.0% |
| 3M | -31.6% | +15.2% | -46.8% | -34.7% |
| 6M | -13.9% | +16.5% | -30.4% | -19.4% |
| YTD | +74.3% | +16.4% | +57.9% | +61.2% |
| 1Y | +35.8% | +16.8% | +19.0% | +25.1% |
| 3Y | +268.6% | +35.8% | +232.8% | +199.1% |
| All | +199.6% | +28.0% | +171.6% | +162.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling