+162.2%
ARM vs MSFU
+42.4%
+119.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -7.4% | -5.7% | -9.9% |
| 7D | -27.1% | +1.0% | -28.2% | -27.7% |
| 30D | -44.9% | +0.6% | -45.5% | -45.1% |
| 3M | -39.3% | +16.4% | -55.7% | -43.6% |
| 6M | -20.2% | +53.0% | -73.2% | -36.3% |
| YTD | +52.5% | +3.5% | +49.0% | +44.5% |
| 1Y | +4.1% | -7.8% | +11.9% | +5.9% |
| 3Y | +211.7% | +35.6% | +176.1% | +136.1% |
| All | +162.2% | +42.4% | +119.8% | +96.5% |
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