+180.5%
MSTR vs ARMK
+91.9%
+88.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.7% | -2.4% |
| 7D | -1.2% | -2.6% | +1.4% | -0.1% |
| 30D | -15.9% | -5.2% | -10.7% | -13.9% |
| 3M | +33.1% | -6.5% | +39.6% | +36.2% |
| 6M | -31.0% | +15.3% | -46.2% | -37.9% |
| YTD | -15.1% | +43.6% | -58.7% | -34.0% |
| 1Y | -45.6% | +42.1% | -87.7% | -57.6% |
| 3Y | +180.5% | +94.0% | +86.5% | +74.6% |
| All | +180.5% | +91.9% | +88.6% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling