-90.3%
MSTU vs ARMK
+45.0%
-135.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.2% | -9.3% | -8.8% |
| 7D | -9.3% | +0.9% | -10.2% | -10.4% |
| 30D | -38.3% | -0.4% | -37.9% | -38.0% |
| 3M | +24.0% | -2.0% | +26.0% | +23.6% |
| 6M | -72.1% | +22.0% | -94.0% | -79.5% |
| YTD | -70.2% | +49.6% | -119.8% | -83.7% |
| 1Y | -89.6% | +46.4% | -136.0% | -94.2% |
| All | -90.3% | +45.0% | -135.3% | -95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling