+62.8%
AFRM vs MSTZ
-99.2%
+162.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.2% | -8.6% | +1.1% |
| 7D | +3.1% | -25.4% | +28.4% | -1.0% |
| 30D | -4.2% | -60.9% | +56.7% | -16.5% |
| 3M | +10.1% | -54.2% | +64.3% | +3.5% |
| 6M | +39.4% | -65.0% | +104.4% | +32.5% |
| YTD | -3.2% | -76.5% | +73.3% | -6.8% |
| 1Y | -16.1% | -23.4% | +7.3% | +11.6% |
| All | +62.8% | -99.2% | +162.0% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded MSTZ 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling