+140.2%
MAS vs ARMK
+131.6%
+8.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | -0.8% | -2.4% | +1.7% | -0.1% |
| 30D | -5.6% | 0.0% | -5.6% | -5.7% |
| 3M | +4.4% | +6.7% | -2.2% | +2.4% |
| 6M | +7.2% | +38.8% | -31.6% | -2.7% |
| YTD | +16.1% | +55.2% | -39.1% | +2.0% |
| 1Y | +0.1% | +46.6% | -46.5% | -10.7% |
| 3Y | +28.3% | +112.9% | -84.6% | +2.3% |
| 5Y | +30.5% | +144.0% | -113.5% | -0.3% |
| All | +140.2% | +131.6% | +8.6% | +96.1% |
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