-9.6%
MOS vs ARMK
+144.6%
-154.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.7% |
| 7D | +9.5% | -2.4% | +11.9% | +10.5% |
| 30D | +10.4% | 0.0% | +10.4% | +10.0% |
| 3M | +12.9% | +6.7% | +6.2% | +9.6% |
| 6M | +1.2% | +38.8% | -37.6% | -11.7% |
| YTD | +9.3% | +55.2% | -45.9% | -8.8% |
| 1Y | -18.0% | +46.6% | -64.6% | -30.2% |
| 3Y | -29.0% | +112.9% | -141.9% | -50.1% |
| All | -9.6% | +144.6% | -154.2% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling