+514.9%
MKSI vs ARMK
+146.1%
+368.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.1% | +0.6% |
| 7D | +2.7% | +3.1% | -0.4% | +1.2% |
| 30D | -12.8% | -2.8% | -10.0% | -11.6% |
| 3M | -22.5% | +7.6% | -30.1% | -25.3% |
| 6M | +19.4% | +47.9% | -28.5% | -1.3% |
| YTD | +67.7% | +60.0% | +7.7% | +33.2% |
| 1Y | +131.4% | +52.2% | +79.2% | +87.7% |
| 3Y | +197.3% | +131.4% | +65.9% | +99.6% |
| 5Y | +87.0% | +163.2% | -76.3% | +20.0% |
| All | +514.9% | +146.1% | +368.9% | +338.1% |
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