-47.4%
MSTR vs ARMK
+46.1%
-93.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -2.8% |
| 7D | -4.0% | +0.9% | -4.9% | -4.1% |
| 30D | -18.6% | -0.4% | -18.3% | -18.5% |
| 3M | +25.6% | -2.0% | +27.5% | +24.9% |
| 6M | -33.1% | +22.0% | -55.0% | -35.5% |
| YTD | -17.3% | +49.6% | -67.0% | -23.3% |
| All | -47.4% | +46.1% | -93.5% | -51.2% |
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 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