+160.4%
MS vs ARMK
+91.9%
+68.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.0% | -2.1% |
| 7D | -1.6% | -2.6% | +1.1% | -0.8% |
| 30D | -3.8% | -5.2% | +1.4% | -2.2% |
| 3M | -14.6% | -6.5% | -8.1% | -13.0% |
| 6M | -5.1% | +15.3% | -20.3% | -10.9% |
| YTD | +4.5% | +43.6% | -39.1% | -10.2% |
| 1Y | +13.5% | +42.1% | -28.5% | -2.1% |
| 3Y | +160.4% | +94.0% | +66.4% | +110.0% |
| All | +160.4% | +91.9% | +68.5% | +110.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling