-21.6%
AFRM vs MAS
+69.9%
-91.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.6% | -0.6% | -1.6% |
| 7D | +3.1% | +14.2% | -11.1% | -12.1% |
| 30D | +1.1% | +26.8% | -25.7% | -24.2% |
| 3M | -3.2% | +13.1% | -16.4% | -17.2% |
| 6M | +12.7% | +27.9% | -15.2% | -19.1% |
| YTD | +1.6% | +38.7% | -37.1% | -38.2% |
| 1Y | +5.9% | +40.4% | -34.5% | -36.9% |
| 3Y | +237.0% | +66.1% | +170.9% | +44.4% |
| 5Y | -55.1% | +47.4% | -102.6% | -76.5% |
| All | -21.6% | +69.9% | -91.4% | -61.1% |
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