+10.3%
ARM vs MSTZ
-56.8%
+67.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +4.0% | +4.9% |
| 7D | -15.2% | -1.2% | -14.0% | -14.8% |
| 30D | -40.7% | +22.2% | -62.9% | -37.3% |
| 3M | -39.1% | -70.4% | +31.3% | -44.2% |
| 6M | -26.4% | -31.0% | +4.6% | -19.8% |
| YTD | +59.7% | -81.0% | +140.8% | +53.0% |
| 1Y | +10.3% | -61.2% | +71.5% | +15.1% |
| All | +10.3% | -56.8% | +67.1% | +15.1% |
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