+19.3%
ARM vs MSTU
-88.0%
+107.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +10.3% | -15.6% | -6.8% |
| 7D | -18.7% | -4.8% | -13.9% | -18.2% |
| 30D | -36.7% | -29.6% | -7.1% | -33.9% |
| 3M | -31.6% | +69.4% | -101.0% | -38.7% |
| 6M | -5.6% | -62.2% | +56.6% | +1.5% |
| YTD | +75.5% | -61.1% | +136.5% | +69.1% |
| 1Y | +19.3% | -87.2% | +106.5% | +26.7% |
| All | +19.3% | -88.0% | +107.3% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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