+78.5%
MSI vs AFRM
+204.9%
-126.4%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.4% |
| 7D | +7.7% | -10.3% | +17.9% | +8.0% |
| 30D | +19.9% | -13.7% | +33.6% | +20.4% |
| 3M | +14.9% | -11.6% | +26.5% | +15.2% |
| 6M | +37.2% | +2.1% | +35.1% | +36.8% |
| YTD | +40.8% | -8.9% | +49.6% | +40.7% |
| 1Y | +38.1% | -9.7% | +47.8% | +38.0% |
| All | +78.5% | +204.9% | -126.4% | +73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling