-90.1%
MSTU vs ARMK
+42.9%
-133.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.2% | -13.1% | -12.9% |
| 7D | -23.0% | +7.1% | -30.1% | -23.7% |
| 30D | -47.7% | -1.6% | -46.0% | -47.4% |
| 3M | +12.5% | -10.5% | +23.0% | +12.7% |
| 6M | -76.1% | +11.8% | -87.9% | -77.4% |
| YTD | -75.5% | +47.3% | -122.8% | -79.6% |
| 1Y | -90.1% | +41.5% | -131.5% | -91.7% |
| All | -90.1% | +42.9% | -133.0% | -91.7% |
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 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