+193.0%
ARM vs MSCI
+25.3%
+167.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.8% | +5.8% | +6.4% |
| 7D | -5.3% | +1.5% | -6.8% | -5.7% |
| 30D | -30.0% | +14.4% | -44.4% | -33.0% |
| 3M | -34.1% | +15.2% | -49.3% | -37.1% |
| 6M | -12.6% | +11.2% | -23.9% | -16.9% |
| YTD | +70.4% | +13.9% | +56.5% | +58.6% |
| 1Y | +22.3% | +12.5% | +9.8% | +14.3% |
| 3Y | +261.2% | +32.3% | +228.9% | +196.2% |
| All | +193.0% | +25.3% | +167.7% | +158.2% |
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