-42.3%
MSTR vs ARMK
+41.1%
-83.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.2% | +9.3% | +5.2% |
| 7D | -1.8% | -5.8% | +4.0% | -1.6% |
| 30D | -13.3% | -5.3% | -8.1% | -13.0% |
| 3M | +46.0% | -6.7% | +52.7% | +45.7% |
| 6M | -22.4% | +17.4% | -39.8% | -25.6% |
| YTD | -6.2% | +43.0% | -49.2% | -14.1% |
| 1Y | -42.3% | +40.3% | -82.6% | -47.3% |
| All | -42.3% | +41.1% | -83.4% | -47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling