+248.2%
AFRM vs MAS
+67.0%
+181.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.6% | -0.6% | +0.4% |
| 7D | +3.1% | +14.2% | -11.1% | -7.7% |
| 30D | +1.1% | +26.8% | -25.7% | -17.3% |
| 3M | -3.2% | +13.1% | -16.4% | -13.0% |
| 6M | +12.7% | +27.9% | -15.2% | -9.9% |
| YTD | +1.6% | +38.7% | -37.1% | -27.8% |
| 1Y | +5.9% | +40.4% | -34.5% | -25.7% |
| All | +248.2% | +67.0% | +181.2% | +108.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling