+51.9%
ARMK vs MSTZ
-24.0%
+75.8%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.2% | -6.8% | +1.4% |
| 7D | +1.7% | -25.4% | +27.1% | +1.6% |
| 30D | +3.1% | -60.9% | +64.0% | +2.8% |
| 3M | +9.2% | -54.2% | +63.4% | +9.6% |
| 6M | +43.7% | -65.0% | +108.7% | +43.3% |
| YTD | +57.4% | -76.5% | +133.9% | +58.0% |
| 1Y | +51.9% | -23.4% | +75.2% | +62.7% |
| All | +51.9% | -24.0% | +75.8% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling