+296.4%
ARM vs MSFU
+27.4%
+269.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.2% | +8.1% | +5.7% |
| 7D | +5.5% | -5.7% | +11.1% | +7.9% |
| 30D | -8.2% | +4.2% | -12.4% | -10.3% |
| 3M | -35.9% | +27.9% | -63.8% | -43.8% |
| 6M | +103.1% | +37.1% | +66.0% | +67.4% |
| YTD | +130.6% | -7.4% | +138.0% | +129.8% |
| 1Y | +86.1% | -19.6% | +105.7% | +101.1% |
| All | +296.4% | +27.4% | +269.0% | +212.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling