+965.4%
MKSI vs ARMK
+351.9%
+613.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.5% |
| 7D | +6.6% | +0.3% | +6.3% | +6.4% |
| 30D | -8.2% | +2.4% | -10.6% | -9.4% |
| 3M | -16.4% | +6.1% | -22.5% | -18.7% |
| 6M | +23.0% | +41.8% | -18.8% | +4.1% |
| YTD | +68.2% | +55.5% | +12.6% | +36.2% |
| 1Y | +148.6% | +49.6% | +99.0% | +104.5% |
| 3Y | +196.0% | +122.8% | +73.2% | +104.5% |
| 5Y | +87.4% | +151.0% | -63.6% | +24.3% |
| 10Y | +523.8% | +138.0% | +385.9% | +325.7% |
| All | +965.4% | +351.9% | +613.6% | +560.5% |
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 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