-86.8%
MSTU vs ARMK
+52.6%
-139.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.4% | -10.0% | -9.9% |
| 7D | +16.1% | +1.7% | +14.4% | +14.5% |
| 30D | +68.7% | +3.1% | +65.5% | +60.6% |
| 3M | -11.0% | +9.2% | -20.2% | -21.8% |
| 6M | -33.4% | +43.7% | -77.0% | -59.3% |
| YTD | -59.5% | +57.4% | -116.9% | -78.8% |
| 1Y | -93.4% | +51.9% | -145.2% | -96.3% |
| All | -86.8% | +52.6% | -139.4% | -93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling