+124.2%
MSI vs AFRM
-56.8%
+181.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | +3.2% | -4.4% | +7.6% | +3.5% |
| 30D | +17.6% | -7.7% | +25.3% | +18.1% |
| 3M | +14.5% | -16.9% | +31.4% | +15.6% |
| 6M | +34.3% | +2.5% | +31.8% | +33.3% |
| YTD | +39.7% | -12.5% | +52.2% | +39.6% |
| 1Y | +40.2% | -11.0% | +51.2% | +39.7% |
| 3Y | +77.1% | +184.6% | -107.4% | +53.0% |
| All | +124.2% | -56.8% | +181.0% | +108.3% |
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