-5.6%
ARM vs MTSI
-18.6%
+13.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -4.6% |
| 7D | -18.7% | -10.7% | -8.0% | -12.5% |
| 30D | -36.7% | -29.0% | -7.7% | -22.0% |
| 3M | -31.6% | -14.7% | -16.9% | -26.6% |
| 6M | -5.6% | -20.1% | +14.4% | +33.0% |
| All | -5.6% | -18.6% | +13.0% | +33.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling