+257.2%
MGY vs AFRM
-21.4%
+278.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -0.3% |
| 7D | +3.5% | -1.3% | +4.8% | +3.6% |
| 30D | +5.3% | -2.7% | +7.9% | +5.3% |
| 3M | +2.6% | +7.4% | -4.8% | +1.2% |
| 6M | -3.3% | +40.7% | -43.9% | -7.9% |
| YTD | +29.2% | -4.0% | +33.2% | +27.6% |
| 1Y | +18.0% | -12.2% | +30.3% | +17.0% |
| 3Y | +30.0% | +203.1% | -173.1% | +6.2% |
| 5Y | +92.7% | -42.2% | +134.9% | +62.6% |
| All | +257.2% | -21.4% | +278.6% | +182.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling