+245.0%
MGY vs AFRM
-20.4%
+265.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.3% |
| 7D | +2.1% | -7.0% | +9.1% | +2.7% |
| 30D | +13.8% | -7.8% | +21.6% | +14.5% |
| 3M | -4.3% | +5.3% | -9.6% | -5.4% |
| 6M | -5.1% | +42.6% | -47.7% | -9.7% |
| YTD | +24.8% | -2.8% | +27.6% | +23.1% |
| 1Y | +11.8% | -19.3% | +31.1% | +11.9% |
| 3Y | +23.5% | +231.0% | -207.5% | 0.0% |
| 5Y | +87.5% | -22.2% | +109.7% | +53.9% |
| All | +245.0% | -20.4% | +265.4% | +173.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling