+86.1%
ARM vs MSTU
-92.8%
+178.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.2% | +7.1% | +4.4% |
| 7D | +5.5% | +21.3% | -15.9% | +1.8% |
| 30D | -8.2% | +90.8% | -99.0% | -18.3% |
| 3M | -35.9% | -6.8% | -29.2% | -37.4% |
| 6M | +103.1% | -39.8% | +142.9% | +104.6% |
| YTD | +130.6% | -55.7% | +186.3% | +126.8% |
| 1Y | +86.1% | -92.7% | +178.7% | +135.6% |
| All | +86.1% | -92.8% | +178.8% | +135.6% |
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