+320.4%
MTSI vs ARMK
+144.6%
+175.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.3% | +3.9% |
| 7D | +1.4% | -2.4% | +3.8% | +2.6% |
| 30D | +2.1% | 0.0% | +2.1% | +1.9% |
| 3M | -29.7% | +6.7% | -36.4% | -32.1% |
| 6M | +12.5% | +38.8% | -26.3% | -5.2% |
| YTD | +57.0% | +55.2% | +1.8% | +23.7% |
| 1Y | +103.9% | +46.6% | +57.3% | +65.1% |
| 3Y | +223.6% | +112.9% | +110.7% | +107.5% |
| All | +320.4% | +144.6% | +175.8% | +141.7% |
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