-20.9%
AFRM vs MAS
+32.0%
-53.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.2% |
| 3M | +5.3% | +4.4% | +0.9% | -2.9% |
| 6M | +42.6% | +7.2% | +35.4% | +22.9% |
| YTD | -2.8% | +16.1% | -18.9% | -27.9% |
| 1Y | -19.3% | +0.1% | -19.4% | -27.1% |
| 3Y | +231.0% | +28.3% | +202.7% | +88.8% |
| All | -20.9% | +32.0% | -53.0% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling