-85.6%
MSTU vs ARMK
+50.5%
-136.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.3% |
| 7D | +21.3% | -2.4% | +23.7% | +23.9% |
| 30D | +90.8% | 0.0% | +90.8% | +87.5% |
| 3M | -6.8% | +6.7% | -13.4% | -16.1% |
| 6M | -39.8% | +38.8% | -78.6% | -61.7% |
| YTD | -55.7% | +55.2% | -110.9% | -76.4% |
| 1Y | -92.7% | +46.6% | -139.3% | -95.8% |
| All | -85.6% | +50.5% | -136.0% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling