+53.6%
AFRM vs MSTZ
-99.3%
+153.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | +0.8% |
| 7D | -7.5% | +4.3% | -11.8% | -6.2% |
| 30D | -15.7% | +30.2% | -45.9% | -9.6% |
| 3M | -9.6% | -66.9% | +57.3% | -19.9% |
| 6M | +6.3% | -26.3% | +32.6% | +17.6% |
| YTD | -8.6% | -80.1% | +71.5% | -10.6% |
| 1Y | -7.6% | -57.5% | +49.9% | +9.6% |
| All | +53.6% | -99.3% | +153.0% | +21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling