+542.0%
MS vs ARMK
+131.4%
+410.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +5.1% | +2.7% | +2.4% | +4.0% |
| 30D | +5.7% | -1.5% | +7.2% | +6.1% |
| 3M | -12.2% | -11.6% | -0.6% | -8.2% |
| 6M | -0.5% | +6.7% | -7.2% | -3.7% |
| YTD | +9.8% | +47.4% | -37.6% | -6.9% |
| 1Y | +17.7% | +41.5% | -23.8% | +1.3% |
| 3Y | +176.8% | +95.5% | +81.3% | +106.2% |
| 5Y | +123.7% | +108.4% | +15.3% | +60.0% |
| All | +542.0% | +131.4% | +410.6% | +362.0% |
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