+10.3%
ARM vs MSTU
-90.0%
+100.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.2% | +5.0% |
| 7D | -15.2% | -4.3% | -11.0% | -14.7% |
| 30D | -40.7% | -34.6% | -6.1% | -37.0% |
| 3M | -39.1% | +39.0% | -78.1% | -43.6% |
| 6M | -26.4% | -70.5% | +44.1% | -17.6% |
| YTD | +59.7% | -68.6% | +128.4% | +59.1% |
| 1Y | +10.3% | -88.6% | +99.0% | +20.5% |
| All | +10.3% | -90.0% | +100.3% | +20.5% |
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