+784.7%
MSI vs ARMK
+350.8%
+433.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -3.7% | -2.4% | -1.3% | -3.1% |
| 30D | +6.8% | 0.0% | +6.8% | +6.6% |
| 3M | +14.3% | +6.7% | +7.6% | +12.2% |
| 6M | -1.6% | +38.8% | -40.4% | -9.8% |
| YTD | +22.8% | +55.2% | -32.4% | +8.9% |
| 1Y | -1.1% | +46.6% | -47.7% | -11.1% |
| 3Y | +70.5% | +112.9% | -42.4% | +37.0% |
| 5Y | +102.8% | +144.0% | -41.2% | +55.4% |
| 10Y | +597.4% | +132.4% | +465.0% | +424.9% |
| All | +784.7% | +350.8% | +433.8% | +487.4% |
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