-24.9%
AFRM vs MAS
+42.3%
-67.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -4.8% |
| 7D | -7.0% | -0.8% | -6.2% | -6.0% |
| 30D | -7.8% | -5.6% | -2.2% | -1.5% |
| 3M | +5.3% | +4.4% | +0.9% | -2.4% |
| 6M | +42.6% | +7.2% | +35.4% | +24.2% |
| YTD | -2.8% | +16.1% | -18.9% | -26.5% |
| 1Y | -19.3% | +0.1% | -19.4% | -26.4% |
| 3Y | +231.0% | +28.3% | +202.7% | +101.4% |
| 5Y | -22.2% | +30.5% | -52.7% | -50.9% |
| All | -24.9% | +42.3% | -67.2% | -53.7% |
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