+231.9%
MTSI vs ARMK
+114.7%
+117.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.3% | +3.8% |
| 7D | +1.4% | -2.4% | +3.8% | +2.4% |
| 30D | +2.1% | 0.0% | +2.1% | +2.1% |
| 3M | -29.7% | +6.7% | -36.4% | -31.7% |
| 6M | +12.5% | +38.8% | -26.3% | -2.6% |
| YTD | +57.0% | +55.2% | +1.8% | +28.2% |
| 1Y | +103.9% | +46.6% | +57.3% | +70.8% |
| All | +231.9% | +114.7% | +117.2% | +134.5% |
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