+76.3%
MSFU vs ARMK
+134.1%
-57.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.8% |
| 7D | -5.7% | -2.4% | -3.3% | -4.8% |
| 30D | +4.2% | 0.0% | +4.2% | +3.9% |
| 3M | +27.9% | +6.7% | +21.2% | +24.0% |
| 6M | +37.1% | +38.8% | -1.7% | +18.3% |
| YTD | -7.4% | +55.2% | -62.6% | -24.4% |
| 1Y | -19.6% | +46.6% | -66.2% | -32.9% |
| 3Y | +33.2% | +112.9% | -79.7% | -8.9% |
| All | +76.3% | +134.1% | -57.8% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling