+674.5%
MSI vs ARMK
+131.1%
+543.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.6% | +1.6% |
| 7D | +8.3% | +0.9% | +7.4% | +8.0% |
| 30D | +18.9% | -0.4% | +19.2% | +18.7% |
| 3M | +13.2% | -2.0% | +15.2% | +13.3% |
| 6M | +38.3% | +22.0% | +16.3% | +30.7% |
| YTD | +38.9% | +49.6% | -10.7% | +24.2% |
| 1Y | +36.7% | +46.4% | -9.7% | +22.8% |
| 3Y | +76.6% | +103.2% | -26.7% | +43.8% |
| 5Y | +124.5% | +108.1% | +16.4% | +79.2% |
| 10Y | +674.5% | +129.4% | +545.1% | +512.2% |
| All | +674.5% | +131.1% | +543.4% | +512.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling