+214.0%
ARM vs MSI
+78.6%
+135.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | +4.0% | -17.1% | -14.3% |
| 7D | -27.1% | +5.1% | -32.2% | -28.4% |
| 30D | -44.9% | +13.3% | -58.2% | -47.3% |
| 3M | -39.3% | +18.3% | -57.6% | -43.2% |
| 6M | -20.2% | +18.7% | -38.9% | -25.9% |
| YTD | +52.5% | +36.0% | +16.5% | +31.4% |
| 1Y | +4.1% | +32.6% | -28.5% | -9.0% |
| All | +214.0% | +78.6% | +135.4% | +173.0% |
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