-33.4%
MOS vs ARMK
+299.4%
-332.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.9% | +7.2% | +5.1% |
| 7D | +22.5% | -10.2% | +32.7% | +28.0% |
| 30D | +6.6% | -9.3% | +15.9% | +10.9% |
| 3M | -3.8% | -11.4% | +7.6% | +0.6% |
| 6M | -2.2% | +11.6% | -13.8% | -8.6% |
| YTD | -4.8% | +37.5% | -42.2% | -19.5% |
| 1Y | -11.7% | +34.9% | -46.6% | -24.7% |
| 3Y | -26.5% | +83.4% | -110.0% | -47.8% |
| 5Y | -32.2% | +87.9% | -120.1% | -53.7% |
| 10Y | +10.2% | +117.0% | -106.8% | -38.3% |
| All | -33.4% | +299.4% | -332.8% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling