+958.2%
MSTR vs ARMK
+299.4%
+658.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.9% | -5.4% | -7.6% |
| 7D | -8.7% | -10.2% | +1.5% | -4.2% |
| 30D | -21.4% | -9.3% | -12.1% | -18.0% |
| 3M | +31.4% | -11.4% | +42.8% | +37.8% |
| 6M | -30.8% | +11.6% | -42.4% | -35.3% |
| YTD | -14.9% | +37.5% | -52.4% | -27.9% |
| 1Y | -49.3% | +34.9% | -84.2% | -56.8% |
| 3Y | +184.8% | +83.4% | +101.4% | +110.6% |
| 5Y | +62.1% | +87.9% | -25.8% | +22.1% |
| 10Y | +580.0% | +117.0% | +462.9% | +339.9% |
| All | +958.2% | +299.4% | +658.8% | +467.7% |
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