+86.1%
ARM vs MTSI
+105.1%
-19.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.5% | +0.5% | +2.0% |
| 7D | +5.5% | +1.4% | +4.1% | +4.7% |
| 30D | -8.2% | +2.1% | -10.3% | -10.2% |
| 3M | -35.9% | -29.7% | -6.2% | -23.8% |
| 6M | +103.1% | +12.5% | +90.6% | +92.4% |
| YTD | +130.6% | +57.0% | +73.6% | +87.1% |
| 1Y | +86.1% | +103.9% | -17.8% | +23.4% |
| All | +86.1% | +105.1% | -19.0% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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