+98.7%
MNST vs AFRM
-25.2%
+123.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -5.0% | -7.5% | +2.6% | -4.5% |
| 30D | +4.6% | -15.7% | +20.3% | +5.5% |
| 3M | +1.0% | -9.6% | +10.6% | +1.4% |
| 6M | +5.8% | +6.3% | -0.5% | +5.1% |
| YTD | +19.1% | -8.6% | +27.7% | +18.7% |
| 1Y | +30.9% | -7.6% | +38.5% | +30.3% |
| 3Y | +65.7% | +173.7% | -107.9% | +49.0% |
| 5Y | +99.0% | -56.9% | +155.8% | +79.8% |
| All | +98.7% | -25.2% | +123.9% | +72.7% |
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