+102.8%
MSI vs AFRM
-23.1%
+125.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.7% |
| 7D | -3.7% | -7.0% | +3.3% | -3.3% |
| 30D | +6.8% | -7.8% | +14.6% | +7.3% |
| 3M | +14.3% | +5.3% | +9.0% | +13.6% |
| 6M | -1.6% | +42.6% | -44.2% | -4.3% |
| YTD | +22.8% | -2.8% | +25.6% | +22.1% |
| 1Y | -1.1% | -19.3% | +18.2% | -0.8% |
| 3Y | +70.5% | +231.0% | -160.5% | +46.5% |
| All | +102.8% | -23.1% | +125.8% | +77.5% |
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