+31.2%
ARM vs MSTZ
-99.3%
+130.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.6% | -10.2% | -1.5% |
| 7D | -10.4% | +21.1% | -31.5% | -7.5% |
| 30D | -31.8% | +40.1% | -71.9% | -27.2% |
| 3M | -32.2% | -66.1% | +33.8% | -36.6% |
| 6M | -14.9% | -20.7% | +5.8% | -7.2% |
| YTD | +66.0% | -78.6% | +144.6% | +67.2% |
| 1Y | +17.2% | -55.5% | +72.7% | +31.0% |
| All | +31.2% | -99.3% | +130.4% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling