+86.1%
ARM vs MSTZ
-29.5%
+115.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.3% | +4.3% |
| 7D | +5.5% | -29.7% | +35.2% | +1.7% |
| 30D | -8.2% | -65.3% | +57.1% | -18.5% |
| 3M | -35.9% | -57.3% | +21.4% | -38.3% |
| 6M | +103.1% | -61.6% | +164.8% | +99.4% |
| YTD | +130.6% | -78.3% | +208.9% | +119.2% |
| 1Y | +86.1% | -30.2% | +116.3% | +121.5% |
| All | +86.1% | -29.5% | +115.5% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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