+889.5%
MS vs ARMK
+350.8%
+538.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.6% |
| 7D | +1.4% | -2.4% | +3.8% | +2.3% |
| 30D | -0.3% | 0.0% | -0.3% | -0.5% |
| 3M | +0.3% | +6.7% | -6.4% | -2.7% |
| 6M | +31.3% | +38.8% | -7.5% | +14.1% |
| YTD | +24.7% | +55.2% | -30.5% | +3.3% |
| 1Y | +47.9% | +46.6% | +1.3% | +25.2% |
| 3Y | +178.3% | +112.9% | +65.4% | +99.0% |
| 5Y | +144.9% | +144.0% | +0.9% | +62.9% |
| 10Y | +804.5% | +132.4% | +672.1% | +505.5% |
| All | +889.5% | +350.8% | +538.7% | +448.2% |
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