+20.8%
MSFU vs ARMK
+96.1%
-75.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -4.0% | -4.5% |
| 7D | -12.7% | +2.8% | -15.5% | -13.4% |
| 30D | -9.0% | -1.8% | -7.2% | -8.6% |
| 3M | +2.9% | -10.9% | +13.8% | +6.7% |
| 6M | +43.5% | +21.2% | +22.3% | +32.4% |
| YTD | -2.4% | +47.0% | -49.4% | -17.7% |
| 1Y | -13.5% | +42.9% | -56.4% | -26.3% |
| All | +20.8% | +96.1% | -75.3% | -7.3% |
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 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