+214.0%
ARM vs MTSI
+153.8%
+60.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -18.4% | +5.3% | +0.4% |
| 7D | -27.1% | -24.6% | -2.5% | -10.7% |
| 30D | -44.9% | -45.7% | +0.8% | -15.0% |
| 3M | -39.3% | -27.7% | -11.5% | -26.3% |
| 6M | -20.2% | -37.3% | +17.1% | +5.8% |
| YTD | +52.5% | +11.1% | +41.4% | +22.4% |
| 1Y | +4.1% | +27.2% | -23.1% | -27.4% |
| All | +214.0% | +153.8% | +60.2% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling