+58.0%
MSFT vs ARM
+256.1%
-198.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.1% | +0.5% |
| 7D | -2.4% | +19.8% | -22.2% | -4.2% |
| 30D | -3.8% | -21.8% | +18.0% | -1.8% |
| 3M | +6.4% | -26.5% | +32.9% | +8.7% |
| 6M | +28.8% | -3.9% | +32.7% | +26.1% |
| YTD | +8.8% | +82.8% | -73.9% | -1.8% |
| 1Y | +3.2% | +34.3% | -31.1% | -3.6% |
| 3Y | +44.8% | +282.2% | -237.4% | +21.9% |
| All | +58.0% | +256.1% | -198.1% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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