+39.5%
MAS vs ARMK
+44.4%
-4.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +23.7% |
| 3M | +12.4% | -10.9% | +23.3% | +16.9% |
| 6M | +21.9% | +21.2% | +0.6% | +10.7% |
| YTD | +36.1% | +47.0% | -10.9% | +10.4% |
| 1Y | +39.5% | +42.9% | -3.4% | +14.5% |
| All | +39.5% | +44.4% | -4.9% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling