+197.3%
MKSI vs ARMK
+127.5%
+69.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.1% | +0.1% |
| 7D | +2.7% | +3.1% | -0.4% | +0.7% |
| 30D | -12.8% | -2.8% | -10.0% | -11.2% |
| 3M | -22.5% | +7.6% | -30.1% | -26.2% |
| 6M | +19.4% | +47.9% | -28.5% | -8.7% |
| YTD | +67.7% | +60.0% | +7.7% | +20.6% |
| 1Y | +131.4% | +52.2% | +79.2% | +71.9% |
| 3Y | +197.3% | +131.4% | +65.9% | +67.2% |
| All | +197.3% | +127.5% | +69.8% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling