+296.4%
ARM vs MSI
+71.7%
+224.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.3% |
| 7D | +5.5% | -3.7% | +9.1% | +6.9% |
| 30D | -8.2% | +6.8% | -15.0% | -10.8% |
| 3M | -35.9% | +14.3% | -50.2% | -39.6% |
| 6M | +103.1% | -1.6% | +104.7% | +103.7% |
| YTD | +130.6% | +22.8% | +107.8% | +106.6% |
| 1Y | +86.1% | -1.1% | +87.2% | +87.5% |
| All | +296.4% | +71.7% | +224.7% | +240.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling