+229.4%
MSI vs AFRM
-25.4%
+254.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.3% |
| 7D | +7.7% | -10.3% | +17.9% | +8.4% |
| 30D | +19.9% | -13.7% | +33.6% | +20.8% |
| 3M | +14.9% | -11.6% | +26.5% | +15.5% |
| 6M | +37.2% | +2.1% | +35.1% | +36.4% |
| YTD | +40.8% | -8.9% | +49.6% | +40.3% |
| 1Y | +38.1% | -9.7% | +47.8% | +37.6% |
| 3Y | +77.7% | +202.5% | -124.8% | +55.9% |
| 5Y | +129.0% | -55.3% | +184.3% | +104.8% |
| All | +229.4% | -25.4% | +254.8% | +185.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling