+243.6%
MS vs AFRM
-20.4%
+264.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.6% |
| 7D | +1.4% | -7.0% | +8.3% | +2.2% |
| 30D | -0.3% | -7.8% | +7.5% | +0.6% |
| 3M | +0.3% | +5.3% | -5.0% | -0.7% |
| 6M | +31.3% | +42.6% | -11.3% | +24.7% |
| YTD | +24.7% | -2.8% | +27.5% | +23.7% |
| 1Y | +47.9% | -19.3% | +67.2% | +49.1% |
| 3Y | +178.3% | +231.0% | -52.6% | +128.5% |
| 5Y | +144.9% | -22.2% | +167.1% | +98.9% |
| All | +243.6% | -20.4% | +264.0% | +176.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling