+159.0%
MTSI vs ARMK
+90.4%
+68.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -3.9% | -14.5% | -16.2% |
| 7D | -24.6% | -10.2% | -14.4% | -19.8% |
| 30D | -45.7% | -9.3% | -36.4% | -42.3% |
| 3M | -27.7% | -11.4% | -16.4% | -22.5% |
| 6M | -37.3% | +11.6% | -48.9% | -40.8% |
| YTD | +11.1% | +37.5% | -26.3% | -6.8% |
| 1Y | +27.2% | +34.9% | -7.7% | +7.5% |
| 3Y | +153.7% | +83.4% | +70.2% | +74.3% |
| 5Y | +159.0% | +87.9% | +71.1% | +55.0% |
| All | +159.0% | +90.4% | +68.6% | +55.0% |
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 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