-16.5%
MSFU vs ARMK
+48.0%
-64.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -4.2% |
| 7D | -5.7% | -2.4% | -3.3% | -5.7% |
| 30D | +4.2% | 0.0% | +4.2% | +4.3% |
| 3M | +27.9% | +6.7% | +21.2% | +27.6% |
| 6M | +37.1% | +38.8% | -1.7% | +35.4% |
| YTD | -7.4% | +55.2% | -62.6% | -7.7% |
| All | -16.5% | +48.0% | -64.5% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling