+19.3%
ARM vs MSI
+28.6%
-9.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.2% | -6.5% | -5.4% |
| 7D | -18.7% | +2.8% | -21.5% | -18.8% |
| 30D | -36.7% | +9.1% | -45.8% | -37.1% |
| 3M | -31.6% | +12.5% | -44.2% | -32.7% |
| 6M | -5.6% | +14.2% | -19.8% | -7.7% |
| YTD | +75.5% | +30.7% | +44.7% | +68.2% |
| 1Y | +19.3% | +27.5% | -8.2% | +24.9% |
| All | +19.3% | +28.6% | -9.3% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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