+1,223.7%
MTSI vs ARMK
+299.4%
+924.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -3.9% | -14.5% | -16.8% |
| 7D | -24.6% | -10.2% | -14.4% | -20.9% |
| 30D | -45.7% | -9.3% | -36.4% | -43.1% |
| 3M | -27.7% | -11.4% | -16.4% | -23.7% |
| 6M | -37.3% | +11.6% | -48.9% | -40.0% |
| YTD | +11.1% | +37.5% | -26.3% | -2.7% |
| 1Y | +27.2% | +34.9% | -7.7% | +12.0% |
| 3Y | +153.7% | +83.4% | +70.2% | +95.0% |
| 5Y | +159.0% | +87.9% | +71.1% | +94.8% |
| 10Y | +405.6% | +117.0% | +288.6% | +265.7% |
| All | +1,223.7% | +299.4% | +924.3% | +725.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling