+22.1%
AFL vs MSTZ
-99.2%
+121.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.1% | +0.9% |
| 7D | +2.9% | +30.8% | -27.9% | +2.9% |
| 30D | +8.0% | +41.2% | -33.2% | +8.0% |
| 3M | +5.9% | -60.9% | +66.8% | +5.6% |
| 6M | +11.6% | -15.7% | +27.3% | +12.2% |
| YTD | +17.5% | -75.2% | +92.7% | +17.7% |
| 1Y | +13.3% | -59.8% | +73.1% | +14.5% |
| All | +22.1% | -99.2% | +121.3% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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