+76.3%
MSFU vs AFRM
+225.3%
-149.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.6% | -1.5% | -3.7% |
| 7D | -5.7% | -7.0% | +1.3% | -4.4% |
| 30D | +4.2% | -7.8% | +12.0% | +5.7% |
| 3M | +27.9% | +5.3% | +22.6% | +26.5% |
| 6M | +37.1% | +42.6% | -5.5% | +28.3% |
| YTD | -7.4% | -2.8% | -4.6% | -7.7% |
| 1Y | -19.6% | -19.3% | -0.3% | -18.1% |
| 3Y | +33.2% | +231.0% | -197.8% | -0.7% |
| All | +76.3% | +225.3% | -149.0% | +26.2% |
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 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