+3,874.2%
MSI vs AFL
+18,874.6%
-15,000.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -3.7% | +0.6% | -4.3% | -3.9% |
| 30D | +6.8% | -6.2% | +13.0% | +9.0% |
| 3M | +14.3% | +2.2% | +12.1% | +13.3% |
| 6M | -1.6% | +5.3% | -6.8% | -3.4% |
| YTD | +22.8% | +8.0% | +14.8% | +19.3% |
| 1Y | -1.1% | +10.2% | -11.3% | -4.6% |
| 3Y | +70.5% | +67.1% | +3.4% | +41.7% |
| 5Y | +102.8% | +135.6% | -32.8% | +49.8% |
| 10Y | +597.4% | +299.4% | +298.1% | +318.3% |
| All | +3,874.2% | +18,874.6% | -15,000.5% | +863.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling