+88.0%
MSFU vs AFRM
+192.8%
-104.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | -2.8% | -4.4% | +1.6% | -1.9% |
| 30D | -5.3% | -7.7% | +2.3% | -3.8% |
| 3M | +7.2% | -16.9% | +24.1% | +10.9% |
| 6M | +51.0% | +2.5% | +48.5% | +49.9% |
| YTD | -1.2% | -12.5% | +11.3% | +0.2% |
| 1Y | -10.3% | -11.0% | +0.7% | -9.5% |
| 3Y | +22.2% | +184.6% | -162.3% | -5.0% |
| All | +88.0% | +192.8% | -104.8% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling