+217.0%
MAS vs ARMK
+130.7%
+86.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -1.8% | +2.8% | -4.6% | -2.6% |
| 30D | +23.6% | -1.8% | +25.3% | +23.8% |
| 3M | +12.4% | -10.9% | +23.3% | +15.8% |
| 6M | +21.9% | +21.2% | +0.6% | +14.6% |
| YTD | +36.1% | +47.0% | -10.9% | +21.2% |
| 1Y | +39.5% | +42.9% | -3.4% | +25.1% |
| 3Y | +59.1% | +95.0% | -35.9% | +29.8% |
| 5Y | +44.4% | +106.2% | -61.8% | +15.1% |
| 10Y | +217.0% | +131.6% | +85.4% | +151.1% |
| All | +217.0% | +130.7% | +86.3% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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