+193.0%
ARM vs MSI
+94.2%
+98.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.6% | +4.1% | +5.9% |
| 7D | -5.3% | +8.3% | -13.7% | -7.9% |
| 30D | -30.0% | +18.9% | -48.9% | -34.3% |
| 3M | -34.1% | +13.2% | -47.3% | -37.1% |
| 6M | -12.6% | +38.3% | -50.9% | -23.5% |
| YTD | +70.4% | +38.9% | +31.6% | +46.0% |
| 1Y | +22.3% | +36.7% | -14.4% | +5.7% |
| 3Y | +261.2% | +76.6% | +184.6% | +206.4% |
| All | +193.0% | +94.2% | +98.8% | +140.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling