-45.6%
MSTR vs ARMK
+40.7%
-86.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.7% | -0.6% |
| 7D | -1.2% | -2.6% | +1.4% | -1.2% |
| 30D | -15.9% | -5.2% | -10.7% | -15.7% |
| 3M | +33.1% | -6.5% | +39.6% | +32.8% |
| 6M | -31.0% | +15.3% | -46.2% | -33.0% |
| YTD | -15.1% | +43.6% | -58.7% | -21.5% |
| 1Y | -45.6% | +42.1% | -87.7% | -49.9% |
| All | -45.6% | +40.7% | -86.3% | -49.9% |
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