+97.4%
MNST vs AFRM
-27.4%
+124.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.5% |
| 7D | -3.9% | -8.4% | +4.5% | -3.4% |
| 30D | +3.9% | -18.3% | +22.2% | +5.0% |
| 3M | -0.8% | -12.7% | +11.9% | -0.2% |
| 6M | +5.1% | +3.0% | +2.1% | +4.6% |
| YTD | +18.3% | -11.4% | +29.7% | +18.1% |
| 1Y | +29.5% | -13.3% | +42.8% | +29.3% |
| 3Y | +64.0% | +194.0% | -130.0% | +46.9% |
| 5Y | +97.2% | -50.6% | +147.8% | +77.9% |
| All | +97.4% | -27.4% | +124.9% | +71.9% |
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