+161.8%
MS vs AFRM
+210.7%
-48.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.8% | +1.9% | -4.6% |
| 7D | -3.4% | -6.9% | +3.5% | -2.2% |
| 30D | -3.9% | -7.0% | +3.1% | -2.8% |
| 3M | -15.9% | -11.2% | -4.7% | -14.6% |
| 6M | -2.5% | +4.3% | -6.7% | -4.2% |
| YTD | +5.1% | -6.4% | +11.5% | +4.1% |
| 1Y | +13.0% | -2.6% | +15.6% | +10.6% |
| All | +161.8% | +210.7% | -48.9% | +126.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling