+553.7%
MS vs AFL
+342.1%
+211.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.5% |
| 7D | +0.8% | +2.1% | -1.3% | -0.7% |
| 30D | -0.7% | +10.6% | -11.3% | -7.5% |
| 3M | -12.4% | +4.4% | -16.7% | -15.3% |
| 6M | -1.7% | +13.1% | -14.9% | -11.0% |
| YTD | +8.0% | +16.6% | -8.6% | -4.7% |
| 1Y | +16.2% | +13.8% | +2.4% | +4.2% |
| 3Y | +171.3% | +65.7% | +105.6% | +80.0% |
| 5Y | +124.8% | +153.1% | -28.4% | +6.9% |
| 10Y | +553.7% | +335.9% | +217.8% | +115.7% |
| All | +553.7% | +342.1% | +211.6% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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