+162.2%
ARM vs MSCI
+27.1%
+135.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.7% | -10.3% | -12.3% |
| 7D | -27.1% | +6.0% | -33.2% | -28.4% |
| 30D | -44.9% | +18.2% | -63.1% | -47.8% |
| 3M | -39.3% | +15.1% | -54.4% | -42.0% |
| 6M | -20.2% | +13.7% | -33.9% | -24.6% |
| YTD | +52.5% | +15.6% | +36.9% | +41.3% |
| 1Y | +4.1% | +16.3% | -12.3% | -4.1% |
| 3Y | +211.7% | +36.9% | +174.8% | +149.3% |
| All | +162.2% | +27.1% | +135.0% | +130.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling