+35.8%
ARM vs MSFU
-12.2%
+48.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -4.8% | +16.8% | +13.0% |
| 7D | +6.0% | -12.7% | +18.7% | +9.0% |
| 30D | -20.3% | -9.0% | -11.3% | -18.8% |
| 3M | -24.4% | +2.9% | -27.3% | -24.7% |
| 6M | -4.4% | +43.5% | -47.9% | -8.4% |
| YTD | +86.0% | -2.4% | +88.5% | +75.7% |
| 1Y | +35.8% | -13.5% | +49.3% | +32.1% |
| All | +35.8% | -12.2% | +48.0% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling