+20.3%
ARM vs MSI
+36.7%
-16.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.6% | +4.1% | +6.7% |
| 7D | -5.3% | +8.3% | -13.7% | -5.4% |
| 30D | -30.0% | +18.9% | -48.9% | -30.6% |
| 3M | -34.1% | +13.2% | -47.3% | -34.3% |
| 6M | -12.6% | +38.3% | -50.9% | -15.6% |
| YTD | +70.4% | +38.9% | +31.6% | +64.1% |
| All | +20.3% | +36.7% | -16.4% | +27.8% |
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