+174.6%
ARM vs MSCI
+24.3%
+150.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.3% | +7.0% | +5.4% |
| 7D | -15.2% | +2.8% | -18.0% | -15.9% |
| 30D | -40.7% | +15.4% | -56.1% | -43.4% |
| 3M | -39.1% | +13.4% | -52.5% | -41.6% |
| 6M | -26.4% | +10.9% | -37.3% | -30.0% |
| YTD | +59.7% | +13.0% | +46.8% | +49.0% |
| 1Y | +10.3% | +12.0% | -1.7% | +3.2% |
| 3Y | +228.9% | +34.1% | +194.8% | +163.9% |
| All | +174.6% | +24.3% | +150.3% | +142.6% |
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