+268.6%
ARM vs MSI
+76.4%
+192.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.7% |
| 7D | +9.1% | +3.2% | +5.9% | +8.1% |
| 30D | -19.9% | +17.6% | -37.5% | -24.4% |
| 3M | -31.6% | +14.5% | -46.1% | -35.0% |
| 6M | -13.9% | +34.3% | -48.1% | -23.5% |
| YTD | +74.3% | +39.7% | +34.6% | +48.9% |
| 1Y | +35.8% | +40.2% | -4.4% | +15.8% |
| 3Y | +268.6% | +77.1% | +191.5% | +212.9% |
| All | +268.6% | +76.4% | +192.2% | +212.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling