-27.7%
AFRM vs MAS
+64.0%
-91.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.4% | -4.4% | -3.8% |
| 7D | -6.9% | +4.6% | -11.5% | -11.7% |
| 30D | -7.0% | +19.9% | -26.8% | -25.3% |
| 3M | -11.2% | +8.9% | -20.1% | -20.4% |
| 6M | +4.3% | +20.2% | -15.9% | -19.0% |
| YTD | -6.4% | +33.9% | -40.3% | -40.6% |
| 1Y | -2.6% | +34.7% | -37.3% | -38.8% |
| 3Y | +210.6% | +60.4% | +150.2% | +38.9% |
| 5Y | -57.6% | +43.5% | -101.0% | -76.9% |
| All | -27.7% | +64.0% | -91.7% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling