+184.7%
MS vs AFL
+69.3%
+115.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.6% |
| 7D | +1.4% | +0.6% | +0.8% | +1.1% |
| 30D | -0.3% | -6.2% | +5.9% | +2.2% |
| 3M | +0.3% | +2.2% | -1.9% | -1.2% |
| 6M | +31.3% | +5.3% | +26.1% | +27.3% |
| YTD | +24.7% | +8.0% | +16.7% | +19.1% |
| 1Y | +47.9% | +10.2% | +37.7% | +39.4% |
| All | +184.7% | +69.3% | +115.4% | +114.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling