+48.7%
AFRM vs MSTZ
-99.2%
+147.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +12.8% | -15.8% | -0.6% |
| 7D | -5.5% | +25.6% | -31.1% | -1.2% |
| 30D | -15.5% | +50.6% | -66.0% | -6.7% |
| 3M | -10.3% | -64.5% | +54.2% | -19.4% |
| 6M | +0.6% | -14.0% | +14.6% | +14.5% |
| YTD | -11.5% | -76.4% | +64.8% | -10.5% |
| 1Y | -16.6% | -56.2% | +39.6% | -0.9% |
| All | +48.7% | -99.2% | +147.9% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling