+62.5%
MKSI vs AFRM
-20.4%
+82.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.9% | +4.8% |
| 7D | +1.8% | -7.0% | +8.7% | +3.3% |
| 30D | -16.8% | -7.8% | -9.0% | -15.6% |
| 3M | -21.1% | +5.3% | -26.4% | -22.3% |
| 6M | +10.8% | +42.6% | -31.8% | +1.4% |
| YTD | +63.3% | -2.8% | +66.1% | +61.0% |
| 1Y | +157.0% | -19.3% | +176.3% | +161.1% |
| 3Y | +163.7% | +231.0% | -67.2% | +83.5% |
| 5Y | +82.0% | -22.2% | +104.2% | +29.5% |
| All | +62.5% | -20.4% | +82.9% | +13.8% |
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