+222.1%
MAS vs ARMK
+114.2%
+107.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.4% | -2.4% |
| 7D | +4.6% | -10.2% | +14.8% | +7.6% |
| 30D | +19.9% | -9.3% | +29.2% | +22.9% |
| 3M | +8.9% | -11.4% | +20.3% | +12.2% |
| 6M | +20.2% | +11.6% | +8.5% | +15.7% |
| YTD | +33.9% | +37.5% | -3.6% | +21.5% |
| 1Y | +34.7% | +34.9% | -0.2% | +22.8% |
| 3Y | +60.4% | +83.4% | -23.1% | +33.2% |
| 5Y | +43.5% | +87.9% | -44.4% | +17.2% |
| All | +222.1% | +114.2% | +107.9% | +160.7% |
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