-87.5%
MSTU vs ARMK
+50.8%
-138.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.3% | -4.4% |
| 7D | +12.9% | +0.3% | +12.6% | +12.7% |
| 30D | +68.3% | +2.4% | +66.0% | +61.4% |
| 3M | +0.4% | +6.1% | -5.7% | -8.7% |
| 6M | -41.5% | +41.8% | -83.3% | -63.8% |
| YTD | -61.7% | +55.5% | -117.2% | -79.7% |
| 1Y | -93.7% | +49.6% | -143.2% | -96.5% |
| All | -87.5% | +50.8% | -138.3% | -94.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling