+1,068.7%
MSTR vs ARMK
+350.8%
+717.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | +12.2% | -2.4% | +14.6% | +13.3% |
| 30D | +45.2% | 0.0% | +45.1% | +44.5% |
| 3M | +10.4% | +6.7% | +3.7% | +6.3% |
| 6M | -2.5% | +38.8% | -41.3% | -17.1% |
| YTD | -6.0% | +55.2% | -61.2% | -24.4% |
| 1Y | -56.4% | +46.6% | -103.0% | -64.1% |
| 3Y | +306.3% | +112.9% | +193.4% | +181.8% |
| 5Y | +100.5% | +144.0% | -43.5% | +37.9% |
| 10Y | +741.1% | +132.4% | +608.7% | +428.5% |
| All | +1,068.7% | +350.8% | +717.8% | +495.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling