+87.3%
MSFU vs ARMK
+122.1%
-34.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -4.9% | +7.1% | -12.0% | -7.4% |
| 30D | -9.1% | -1.6% | -7.4% | -8.7% |
| 3M | +8.7% | -10.5% | +19.2% | +13.1% |
| 6M | +48.3% | +11.8% | +36.5% | +40.5% |
| YTD | -1.6% | +47.3% | -48.9% | -18.2% |
| 1Y | -13.6% | +41.5% | -55.1% | -27.1% |
| 3Y | +20.2% | +95.3% | -75.1% | -14.7% |
| All | +87.3% | +122.1% | -34.8% | +14.3% |
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