-4.1%
MOS vs ARMK
+16.7%
-20.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -4.2% | +21.5% | +17.4% |
| 7D | +17.9% | -5.8% | +23.8% | +18.3% |
| 30D | +1.6% | -5.3% | +6.8% | +1.7% |
| 3M | -4.0% | -6.7% | +2.7% | -3.9% |
| 6M | -4.1% | +17.4% | -21.5% | -12.1% |
| All | -4.1% | +16.7% | -20.8% | -12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling