+794.2%
MS vs AFL
+294.8%
+499.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | +0.5% |
| 7D | +2.5% | -0.7% | +3.2% | +3.0% |
| 30D | 0.0% | -7.1% | +7.1% | +5.1% |
| 3M | +2.4% | +0.4% | +2.0% | +1.4% |
| 6M | +36.4% | +4.5% | +31.9% | +30.6% |
| YTD | +23.8% | +6.1% | +17.7% | +16.9% |
| 1Y | +48.6% | +10.6% | +38.1% | +35.5% |
| 3Y | +179.1% | +64.0% | +115.1% | +85.5% |
| 5Y | +144.8% | +133.7% | +11.1% | +22.6% |
| 10Y | +794.2% | +298.0% | +496.2% | +199.1% |
| All | +794.2% | +294.8% | +499.4% | +199.1% |
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