+174.6%
ARM vs MSFU
+39.7%
+134.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.9% | +6.6% | +5.5% |
| 7D | -15.2% | +2.5% | -17.7% | -16.5% |
| 30D | -40.7% | -1.3% | -39.4% | -40.4% |
| 3M | -39.1% | +8.6% | -47.7% | -41.7% |
| 6M | -26.4% | +48.4% | -74.8% | -40.5% |
| YTD | +59.7% | +1.6% | +58.2% | +52.5% |
| 1Y | +10.3% | -5.8% | +16.1% | +10.0% |
| 3Y | +228.9% | +30.9% | +197.9% | +152.3% |
| All | +174.6% | +39.7% | +134.9% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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