+458.0%
MAS vs ARMK
+315.5%
+142.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.2% | +9.8% | +6.9% |
| 7D | +14.2% | -5.8% | +20.0% | +16.0% |
| 30D | +26.8% | -5.3% | +32.1% | +28.5% |
| 3M | +13.1% | -6.7% | +19.9% | +15.0% |
| 6M | +27.9% | +17.4% | +10.6% | +21.1% |
| YTD | +38.7% | +43.0% | -4.4% | +23.8% |
| 1Y | +40.4% | +40.3% | +0.1% | +25.9% |
| 3Y | +66.1% | +90.8% | -24.7% | +34.8% |
| 5Y | +47.4% | +102.2% | -54.8% | +16.7% |
| 10Y | +238.3% | +125.8% | +112.6% | +153.8% |
| All | +458.0% | +315.5% | +142.5% | +275.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling