+92.1%
MGY vs AFRM
-22.6%
+114.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +1.9% |
| 7D | +1.5% | -8.0% | +9.5% | +2.3% |
| 30D | +6.8% | -9.8% | +16.6% | +7.7% |
| 3M | +2.6% | +4.7% | -2.1% | +1.4% |
| 6M | -3.1% | +34.1% | -37.2% | -7.4% |
| YTD | +29.4% | -8.4% | +37.8% | +28.4% |
| 1Y | +22.3% | -22.9% | +45.2% | +22.9% |
| 3Y | +26.6% | +203.3% | -176.7% | +3.0% |
| 5Y | +92.1% | -26.0% | +118.1% | +60.2% |
| All | +92.1% | -22.6% | +114.7% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling