+188.1%
MS vs AFRM
-25.1%
+213.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.3% |
| 7D | -1.6% | -7.3% | +5.7% | -0.6% |
| 30D | -3.8% | -9.6% | +5.8% | -2.6% |
| 3M | -14.6% | -11.1% | -3.5% | -13.6% |
| 6M | -5.1% | +3.9% | -8.9% | -6.2% |
| YTD | +4.5% | -8.5% | +13.0% | +4.3% |
| 1Y | +13.5% | +3.3% | +10.3% | +11.3% |
| 3Y | +160.4% | +213.7% | -53.3% | +115.9% |
| 5Y | +112.9% | -58.5% | +171.4% | +75.9% |
| All | +188.1% | -25.1% | +213.1% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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