+93.3%
MSFU vs ARMK
+116.6%
-23.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.5% | -6.3% | -3.5% |
| 7D | +2.5% | -2.6% | +5.1% | +3.2% |
| 30D | -1.3% | -5.2% | +3.9% | +0.5% |
| 3M | +8.6% | -6.5% | +15.2% | +10.9% |
| 6M | +48.4% | +15.3% | +33.1% | +38.3% |
| YTD | +1.6% | +43.6% | -42.0% | -14.9% |
| 1Y | -5.8% | +42.1% | -47.8% | -20.9% |
| 3Y | +30.9% | +94.0% | -63.1% | -7.1% |
| All | +93.3% | +116.6% | -23.3% | +19.1% |
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 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