+85.8%
MSFU vs ARMK
+121.8%
-36.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -4.0% | -4.5% |
| 7D | -12.7% | +2.8% | -15.5% | -13.5% |
| 30D | -9.0% | -1.8% | -7.2% | -8.5% |
| 3M | +2.9% | -10.9% | +13.8% | +7.3% |
| 6M | +43.5% | +21.2% | +22.3% | +31.2% |
| YTD | -2.4% | +47.0% | -49.4% | -18.9% |
| 1Y | -13.5% | +42.9% | -56.4% | -27.4% |
| 3Y | +19.2% | +95.0% | -75.8% | -15.4% |
| All | +85.8% | +121.8% | -36.0% | +13.5% |
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