+62.9%
MNST vs AFRM
+203.8%
-140.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -4.3% |
| 7D | -3.4% | -7.3% | +3.9% | -3.2% |
| 30D | +6.6% | -9.6% | +16.2% | +7.0% |
| 3M | -2.9% | -11.1% | +8.2% | -2.6% |
| 6M | +18.4% | +3.9% | +14.6% | +18.1% |
| YTD | +19.3% | -8.5% | +27.8% | +19.0% |
| 1Y | +37.9% | +3.3% | +34.6% | +36.8% |
| 3Y | +62.9% | +213.7% | -150.8% | +56.0% |
| All | +62.9% | +203.8% | -140.9% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling