+95.0%
MSFU vs AFRM
+196.5%
-101.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.3% | -3.7% |
| 7D | +4.0% | -8.4% | +12.4% | +6.0% |
| 30D | -2.3% | -18.3% | +16.0% | +1.6% |
| 3M | +7.1% | -12.7% | +19.8% | +9.7% |
| 6M | +48.9% | +3.0% | +45.9% | +47.8% |
| YTD | +2.4% | -11.4% | +13.8% | +3.8% |
| 1Y | -8.1% | -13.3% | +5.2% | -6.9% |
| 3Y | +25.2% | +194.0% | -168.9% | -3.3% |
| All | +95.0% | +196.5% | -101.5% | +41.9% |
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