+199.6%
ARM vs MSFU
+35.9%
+163.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.8% |
| 7D | +9.1% | -2.8% | +11.9% | +10.1% |
| 30D | -19.9% | -5.3% | -14.6% | -18.4% |
| 3M | -31.6% | +7.2% | -38.9% | -34.3% |
| 6M | -13.9% | +51.0% | -64.9% | -31.1% |
| YTD | +74.3% | -1.2% | +75.5% | +68.0% |
| 1Y | +35.8% | -10.3% | +46.1% | +38.6% |
| 3Y | +268.6% | +22.2% | +246.4% | +189.6% |
| All | +199.6% | +35.9% | +163.8% | +128.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling