+7.6%
MOS vs ARMK
+123.7%
-116.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.3% | -2.0% |
| 7D | +21.6% | -2.6% | +24.2% | +22.5% |
| 30D | +12.0% | -5.2% | +17.2% | +14.1% |
| 3M | -3.9% | -6.5% | +2.6% | -2.0% |
| 6M | -3.3% | +15.3% | -18.6% | -11.3% |
| YTD | -4.6% | +43.6% | -48.2% | -21.6% |
| 1Y | -7.0% | +42.1% | -49.0% | -23.1% |
| 3Y | -24.4% | +94.0% | -118.4% | -48.5% |
| 5Y | -32.1% | +96.3% | -128.4% | -55.4% |
| All | +7.6% | +123.7% | -116.1% | -40.5% |
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 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