+202.7%
MS vs AFRM
-28.4%
+231.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | +5.1% | -4.4% | +9.5% | +5.7% |
| 30D | +5.7% | -7.7% | +13.3% | +6.7% |
| 3M | -12.2% | -16.9% | +4.7% | -10.4% |
| 6M | -0.5% | +2.5% | -3.0% | -1.5% |
| YTD | +9.8% | -12.5% | +22.3% | +10.2% |
| 1Y | +17.7% | -11.0% | +28.8% | +17.6% |
| 3Y | +176.8% | +184.6% | -7.7% | +132.5% |
| 5Y | +123.7% | -56.3% | +180.0% | +85.5% |
| All | +202.7% | -28.4% | +231.0% | +146.1% |
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