+35.8%
ARM vs MSTZ
-57.2%
+93.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -2.2% | +14.2% | +11.7% |
| 7D | +6.0% | +31.0% | -25.0% | +11.4% |
| 30D | -20.3% | +34.0% | -54.3% | -14.6% |
| 3M | -24.4% | -67.7% | +43.3% | -29.8% |
| 6M | -4.4% | -14.9% | +10.6% | +7.4% |
| YTD | +86.0% | -79.1% | +165.1% | +81.2% |
| 1Y | +35.8% | -58.9% | +94.8% | +44.7% |
| All | +35.8% | -57.2% | +93.0% | +44.7% |
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