+601.1%
MSI vs AFL
+303.3%
+297.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -0.4% | -1.6% | +1.2% | +0.2% |
| 30D | -0.8% | -4.0% | +3.3% | +0.7% |
| 3M | +13.9% | -0.5% | +14.4% | +14.0% |
| 6M | +1.3% | +6.5% | -5.2% | -1.4% |
| YTD | +22.3% | +6.2% | +16.1% | +18.9% |
| 1Y | -3.9% | +8.3% | -12.1% | -7.4% |
| 3Y | +69.9% | +62.5% | +7.3% | +36.5% |
| 5Y | +103.8% | +136.2% | -32.4% | +39.3% |
| All | +601.1% | +303.3% | +297.8% | +291.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling