-7.6%
MCO vs AFRM
-16.1%
+8.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.5% | +0.8% |
| 7D | -3.8% | -1.3% | -2.5% | -3.6% |
| 30D | -0.4% | -2.7% | +2.3% | -0.1% |
| 3M | +7.7% | +7.4% | +0.3% | +6.4% |
| 6M | +7.0% | +40.7% | -33.7% | +0.6% |
| YTD | -6.4% | -4.0% | -2.4% | -8.1% |
| 1Y | -7.6% | -12.2% | +4.6% | -9.0% |
| All | -7.6% | -16.1% | +8.4% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 1y: compounded portfolio wealth divided by compounded AFRM 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…
1y analysis · Full analysis span regression · 6 months rolling