+10.3%
ARM vs MSCI
+14.2%
-3.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.3% | +7.0% | +4.3% |
| 7D | -15.2% | +2.8% | -18.0% | -14.5% |
| 30D | -40.7% | +15.4% | -56.1% | -39.0% |
| 3M | -39.1% | +13.4% | -52.5% | -37.6% |
| 6M | -26.4% | +10.9% | -37.3% | -24.8% |
| YTD | +59.7% | +13.0% | +46.8% | +66.8% |
| 1Y | +10.3% | +12.0% | -1.7% | +16.7% |
| All | +10.3% | +14.2% | -3.9% | +16.7% |
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