+174.6%
ARM vs MTSI
+164.9%
+9.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +10.8% | -6.1% | -3.2% |
| 7D | -15.2% | -10.0% | -5.2% | -9.2% |
| 30D | -40.7% | -37.2% | -3.5% | -17.9% |
| 3M | -39.1% | -30.1% | -9.0% | -23.6% |
| 6M | -26.4% | -31.9% | +5.5% | -8.5% |
| YTD | +59.7% | +23.2% | +36.6% | +18.3% |
| 1Y | +10.3% | +26.4% | -16.1% | -20.8% |
| 3Y | +228.9% | +186.2% | +42.7% | -4.4% |
| All | +174.6% | +164.9% | +9.8% | -14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling