-9.2%
MOS vs AFRM
-25.1%
+15.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +0.3% |
| 7D | +21.6% | -7.3% | +28.9% | +22.4% |
| 30D | +12.0% | -9.6% | +21.5% | +12.8% |
| 3M | -3.9% | -11.1% | +7.2% | -3.2% |
| 6M | -3.3% | +3.9% | -7.2% | -4.2% |
| YTD | -4.6% | -8.5% | +3.8% | -5.1% |
| 1Y | -7.0% | +3.3% | -10.2% | -8.7% |
| 3Y | -24.4% | +213.7% | -238.2% | -36.6% |
| 5Y | -32.1% | -58.5% | +26.4% | -41.7% |
| All | -9.2% | -25.1% | +15.8% | -25.7% |
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