-6.3%
MOS vs ARMK
+131.4%
-137.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -2.0% | +2.7% | -4.6% | -3.2% |
| 30D | +15.3% | -1.5% | +16.8% | +15.3% |
| 3M | +1.5% | -11.6% | +13.1% | +6.7% |
| 6M | -2.0% | +6.7% | -8.7% | -6.4% |
| YTD | -6.5% | +47.4% | -53.9% | -24.1% |
| 1Y | -11.1% | +41.5% | -52.5% | -26.4% |
| 3Y | -30.3% | +95.5% | -125.8% | -52.6% |
| 5Y | -33.5% | +108.4% | -141.9% | -57.7% |
| All | -6.3% | +131.4% | -137.7% | -49.0% |
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