+114.0%
MS vs ARMK
+90.4%
+23.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.9% | -2.1% | -4.3% |
| 7D | -3.4% | -10.2% | +6.8% | +1.1% |
| 30D | -3.9% | -9.3% | +5.4% | 0.0% |
| 3M | -15.9% | -11.4% | -4.5% | -11.9% |
| 6M | -2.5% | +11.6% | -14.1% | -8.3% |
| YTD | +5.1% | +37.5% | -32.4% | -10.7% |
| 1Y | +13.0% | +34.9% | -22.0% | -3.3% |
| 3Y | +160.7% | +83.4% | +77.2% | +87.4% |
| 5Y | +114.0% | +87.9% | +26.1% | +46.3% |
| All | +114.0% | +90.4% | +23.7% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling