+52.3%
ARMK vs MSTZ
-99.3%
+151.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -0.8% |
| 7D | -2.4% | -29.7% | +27.3% | -3.0% |
| 30D | 0.0% | -65.3% | +65.3% | -2.0% |
| 3M | +6.7% | -57.3% | +64.0% | +5.8% |
| 6M | +38.8% | -61.6% | +100.5% | +38.0% |
| YTD | +55.2% | -78.3% | +133.5% | +53.9% |
| 1Y | +46.6% | -30.2% | +76.9% | +53.8% |
| All | +52.3% | -99.3% | +151.6% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling