+20.5%
ARM vs MSTU
-89.4%
+109.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -18.3% | +5.2% | -10.5% |
| 7D | -27.1% | -18.2% | -8.9% | -25.1% |
| 30D | -44.9% | -42.7% | -2.2% | -41.0% |
| 3M | -39.3% | +37.0% | -76.3% | -43.5% |
| 6M | -20.2% | -70.1% | +49.9% | -12.5% |
| YTD | +52.5% | -68.2% | +120.7% | +56.7% |
| 1Y | +4.1% | -90.1% | +94.1% | +21.9% |
| All | +20.5% | -89.4% | +109.9% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling