+19.3%
ARM vs MSTZ
-63.1%
+82.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -9.6% | +4.3% | -6.7% |
| 7D | -18.7% | +0.7% | -19.4% | -18.2% |
| 30D | -36.7% | +16.6% | -53.3% | -34.0% |
| 3M | -31.6% | -74.7% | +43.0% | -39.3% |
| 6M | -5.6% | -43.9% | +38.3% | -1.0% |
| YTD | +75.5% | -84.0% | +159.5% | +63.0% |
| 1Y | +19.3% | -65.1% | +84.4% | +21.1% |
| All | +19.3% | -63.1% | +82.4% | +21.1% |
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