+35.3%
MAS vs ARMK
+144.6%
-109.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.2% |
| 7D | -0.8% | -2.4% | +1.7% | +0.2% |
| 30D | -5.6% | 0.0% | -5.6% | -5.8% |
| 3M | +4.4% | +6.7% | -2.2% | +1.4% |
| 6M | +7.2% | +38.8% | -31.6% | -7.4% |
| YTD | +16.1% | +55.2% | -39.1% | -4.6% |
| 1Y | +0.1% | +46.6% | -46.5% | -15.9% |
| 3Y | +28.3% | +112.9% | -84.6% | -10.6% |
| All | +35.3% | +144.6% | -109.3% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling