+216.7%
MSI vs AFRM
-25.1%
+241.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.3% |
| 7D | +4.7% | -7.3% | +12.0% | +5.1% |
| 30D | +14.8% | -9.6% | +24.3% | +15.3% |
| 3M | +8.8% | -11.1% | +19.9% | +9.3% |
| 6M | +19.3% | +3.9% | +15.4% | +18.5% |
| YTD | +35.3% | -8.5% | +43.8% | +34.9% |
| 1Y | +33.8% | +3.3% | +30.5% | +32.0% |
| 3Y | +74.4% | +213.7% | -139.3% | +52.4% |
| 5Y | +120.5% | -58.5% | +179.0% | +97.6% |
| All | +216.7% | -25.1% | +241.7% | +174.1% |
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