+118.9%
MSI vs ARMK
+96.3%
+22.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -4.9% | -1.7% |
| 7D | +4.7% | -2.6% | +7.3% | +5.3% |
| 30D | +14.8% | -5.2% | +20.0% | +16.1% |
| 3M | +8.8% | -6.5% | +15.3% | +10.3% |
| 6M | +19.3% | +15.3% | +4.0% | +13.3% |
| YTD | +35.3% | +43.6% | -8.3% | +19.1% |
| 1Y | +33.8% | +42.1% | -8.3% | +18.0% |
| 3Y | +74.4% | +94.0% | -19.6% | +33.8% |
| All | +118.9% | +96.3% | +22.6% | +59.7% |
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 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