+42.6%
AFRM vs MSTZ
-63.6%
+106.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -2.2% |
| 7D | -7.0% | -29.7% | +22.8% | -10.6% |
| 30D | -7.8% | -65.3% | +57.5% | -20.3% |
| 3M | +5.3% | -57.3% | +62.6% | +2.7% |
| 6M | +42.6% | -61.6% | +104.3% | +38.3% |
| All | +42.6% | -63.6% | +106.3% | +38.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling