+6,288.2%
MS vs AFL
+9,181.4%
-2,893.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.9% |
| 7D | +1.4% | +0.6% | +0.8% | +1.0% |
| 30D | -0.3% | -6.2% | +5.9% | +3.7% |
| 3M | +0.3% | +2.2% | -1.9% | -1.7% |
| 6M | +31.3% | +5.3% | +26.1% | +26.0% |
| YTD | +24.7% | +8.0% | +16.7% | +17.3% |
| 1Y | +47.9% | +10.2% | +37.7% | +36.9% |
| 3Y | +178.3% | +67.1% | +111.3% | +94.6% |
| 5Y | +144.9% | +135.6% | +9.3% | +37.2% |
| 10Y | +804.5% | +299.4% | +505.2% | +258.4% |
| All | +6,288.2% | +9,181.4% | -2,893.2% | +747.0% |
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