-91.0%
MSTU vs ARMK
+43.7%
-134.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.9% | -6.3% | -6.4% |
| 7D | -21.7% | -0.7% | -21.0% | -21.5% |
| 30D | -42.8% | -1.3% | -41.5% | -42.0% |
| 3M | +21.4% | -2.5% | +23.9% | +21.5% |
| 6M | -74.1% | +20.8% | -94.9% | -80.8% |
| YTD | -72.4% | +48.2% | -120.6% | -84.7% |
| 1Y | -90.1% | +45.7% | -135.8% | -94.5% |
| All | -91.0% | +43.7% | -134.7% | -95.5% |
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 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