+4.1%
MOS vs AFRM
-20.4%
+24.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +1.6% |
| 7D | +9.5% | -7.0% | +16.5% | +10.2% |
| 30D | +10.4% | -7.8% | +18.2% | +11.1% |
| 3M | +12.9% | +5.3% | +7.6% | +12.0% |
| 6M | +1.2% | +42.6% | -41.4% | -2.6% |
| YTD | +9.3% | -2.8% | +12.1% | +8.5% |
| 1Y | -18.0% | -19.3% | +1.3% | -17.6% |
| 3Y | -29.0% | +231.0% | -260.0% | -40.9% |
| 5Y | -9.6% | -22.2% | +12.7% | -25.1% |
| All | +4.1% | -20.4% | +24.5% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling