+162.2%
ARM vs MTSI
+139.0%
+23.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -18.4% | +5.3% | +0.4% |
| 7D | -27.1% | -24.6% | -2.5% | -10.6% |
| 30D | -44.9% | -45.7% | +0.8% | -14.9% |
| 3M | -39.3% | -27.7% | -11.5% | -26.2% |
| 6M | -20.2% | -37.3% | +17.1% | +5.9% |
| YTD | +52.5% | +11.1% | +41.4% | +22.2% |
| 1Y | +4.1% | +27.2% | -23.1% | -27.5% |
| 3Y | +211.7% | +153.7% | +58.0% | -0.5% |
| All | +162.2% | +139.0% | +23.2% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling