+451.3%
MTSI vs ARMK
+123.7%
+327.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +4.5% | +6.4% | +9.0% |
| 7D | -10.0% | -2.6% | -7.4% | -8.7% |
| 30D | -37.2% | -5.2% | -32.0% | -35.3% |
| 3M | -30.1% | -6.5% | -23.5% | -27.7% |
| 6M | -31.9% | +15.3% | -47.2% | -35.6% |
| YTD | +23.2% | +43.6% | -20.4% | +6.2% |
| 1Y | +26.4% | +42.1% | -15.7% | +9.3% |
| 3Y | +186.2% | +94.0% | +92.2% | +115.9% |
| 5Y | +187.0% | +96.3% | +90.8% | +112.8% |
| All | +451.3% | +123.7% | +327.6% | +330.6% |
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