+183.6%
MTSI vs ARMK
+96.3%
+87.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +4.5% | +6.4% | +8.4% |
| 7D | -10.0% | -2.6% | -7.4% | -8.3% |
| 30D | -37.2% | -5.2% | -32.0% | -34.8% |
| 3M | -30.1% | -6.5% | -23.5% | -27.0% |
| 6M | -31.9% | +15.3% | -47.2% | -36.7% |
| YTD | +23.2% | +43.6% | -20.4% | +1.0% |
| 1Y | +26.4% | +42.1% | -15.7% | +4.0% |
| 3Y | +186.2% | +94.0% | +92.2% | +90.7% |
| All | +183.6% | +96.3% | +87.3% | +65.7% |
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