+197.0%
MS vs AFRM
-25.2%
+222.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +0.7% | -7.5% | +8.3% | +1.8% |
| 30D | -0.9% | -15.7% | +14.8% | +1.1% |
| 3M | -13.0% | -9.6% | -3.4% | -12.2% |
| 6M | -2.0% | +6.3% | -8.3% | -3.4% |
| YTD | +7.8% | -8.6% | +16.4% | +7.5% |
| 1Y | +17.9% | -7.6% | +25.4% | +17.2% |
| 3Y | +174.8% | +173.7% | +1.1% | +131.3% |
| 5Y | +119.9% | -56.9% | +176.7% | +81.5% |
| All | +197.0% | -25.2% | +222.2% | +140.2% |
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