-24.5%
MOS vs AFRM
+210.7%
-235.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.8% | +11.1% | +4.0% |
| 7D | +22.5% | -6.9% | +29.4% | +23.2% |
| 30D | +6.6% | -7.0% | +13.6% | +7.2% |
| 3M | -3.8% | -11.2% | +7.4% | -3.1% |
| 6M | -2.2% | +4.3% | -6.5% | -3.1% |
| YTD | -4.8% | -6.4% | +1.6% | -5.3% |
| 1Y | -11.7% | -2.6% | -9.1% | -12.8% |
| All | -24.5% | +210.7% | -235.2% | -39.5% |
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