+5,423.2%
MS vs AFL
+9,815.7%
-4,392.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.5% |
| 7D | +0.7% | +0.5% | +0.2% | +0.4% |
| 30D | -0.9% | +9.3% | -10.3% | -6.5% |
| 3M | -13.0% | +1.0% | -14.0% | -13.8% |
| 6M | -2.0% | +11.8% | -13.8% | -9.6% |
| YTD | +7.8% | +15.3% | -7.6% | -2.9% |
| 1Y | +17.9% | +12.1% | +5.8% | +7.9% |
| 3Y | +174.8% | +65.0% | +109.8% | +93.3% |
| 5Y | +119.9% | +149.1% | -29.3% | +18.7% |
| 10Y | +578.8% | +340.9% | +237.9% | +152.0% |
| All | +5,423.2% | +9,815.7% | -4,392.5% | +600.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling