-87.2%
MSTU vs ARMK
+41.1%
-128.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -4.2% | +14.5% | +10.6% |
| 7D | -4.8% | -5.8% | +1.0% | -4.3% |
| 30D | -29.6% | -5.3% | -24.3% | -29.0% |
| 3M | +69.4% | -6.7% | +76.1% | +68.8% |
| 6M | -62.2% | +17.4% | -79.6% | -65.6% |
| YTD | -61.1% | +43.0% | -104.1% | -67.9% |
| 1Y | -87.2% | +40.3% | -127.5% | -89.5% |
| All | -87.2% | +41.1% | -128.3% | -89.5% |
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