+148.3%
MSTR vs AFRM
-25.1%
+173.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.7% |
| 7D | -1.2% | -7.3% | +6.1% | +2.3% |
| 30D | -15.9% | -9.6% | -6.4% | -12.0% |
| 3M | +33.1% | -11.1% | +44.2% | +39.5% |
| 6M | -31.0% | +3.9% | -34.8% | -32.9% |
| YTD | -15.1% | -8.5% | -6.7% | -14.0% |
| 1Y | -45.6% | +3.3% | -48.9% | -48.3% |
| 3Y | +180.5% | +213.7% | -33.2% | +42.5% |
| 5Y | +61.7% | -58.5% | +120.2% | +24.7% |
| All | +148.3% | -25.1% | +173.4% | +64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling