+553.7%
MS vs ARMK
+125.8%
+427.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.6% |
| 7D | +0.8% | -0.7% | +1.5% | +0.9% |
| 30D | -0.7% | -1.3% | +0.6% | -0.4% |
| 3M | -12.4% | -2.5% | -9.9% | -11.9% |
| 6M | -1.7% | +20.8% | -22.5% | -9.6% |
| YTD | +8.0% | +48.2% | -40.1% | -8.6% |
| 1Y | +16.2% | +45.7% | -29.5% | -1.1% |
| 3Y | +171.3% | +96.6% | +74.7% | +101.7% |
| 5Y | +124.8% | +106.6% | +18.2% | +61.2% |
| 10Y | +553.7% | +132.6% | +421.1% | +369.7% |
| All | +553.7% | +125.8% | +427.9% | +369.7% |
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