+0.6%
MOS vs ARMK
+130.7%
-130.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | +5.5% | +2.8% | +2.7% | +3.9% |
| 30D | +21.0% | -1.8% | +22.7% | +21.1% |
| 3M | -0.5% | -10.9% | +10.4% | +4.2% |
| 6M | +6.6% | +21.2% | -14.6% | -4.6% |
| YTD | -2.8% | +47.0% | -49.8% | -21.0% |
| 1Y | -8.1% | +42.9% | -50.9% | -24.3% |
| 3Y | -25.6% | +95.0% | -120.6% | -49.4% |
| 5Y | -29.8% | +106.2% | -136.0% | -55.0% |
| 10Y | +0.6% | +131.6% | -131.1% | -45.2% |
| All | +0.6% | +130.7% | -130.2% | -45.2% |
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 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