+296.4%
ARM vs MSCI
+11.1%
+285.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.0% |
| 7D | +5.5% | +0.4% | +5.1% | +5.3% |
| 30D | -8.2% | +0.6% | -8.7% | -8.4% |
| 3M | -35.9% | -7.1% | -28.8% | -35.0% |
| 6M | +103.1% | +0.8% | +102.3% | +98.6% |
| YTD | +130.6% | +1.0% | +129.6% | +123.3% |
| 1Y | +86.1% | +4.3% | +81.8% | +75.1% |
| All | +296.4% | +11.1% | +285.4% | +263.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling