+154.2%
MSTR vs ARMK
+101.3%
+52.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -4.5% |
| 7D | -4.0% | +0.9% | -4.9% | -4.5% |
| 30D | -18.6% | -0.4% | -18.3% | -18.6% |
| 3M | +25.6% | -2.0% | +27.5% | +25.6% |
| 6M | -33.1% | +22.0% | -55.0% | -41.6% |
| YTD | -17.3% | +49.6% | -67.0% | -37.0% |
| 1Y | -48.1% | +46.4% | -94.4% | -60.0% |
| 3Y | +154.2% | +103.2% | +51.0% | +54.2% |
| All | +154.2% | +101.3% | +52.9% | +54.2% |
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 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