+43.0%
MTSI vs ARMK
+41.8%
+1.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | +10.0% | +2.7% | +7.3% | +8.5% |
| 30D | -20.3% | -1.5% | -18.9% | -19.6% |
| 3M | -24.4% | -11.6% | -12.9% | -22.4% |
| 6M | -39.2% | +6.7% | -45.9% | -39.0% |
| YTD | +35.5% | +47.4% | -11.9% | +34.3% |
| 1Y | +43.0% | +41.5% | +1.6% | +42.8% |
| All | +43.0% | +41.8% | +1.2% | +42.8% |
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