+49.9%
MSTR vs AFRM
-58.9%
+108.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.8% |
| 7D | -1.2% | -7.3% | +6.1% | +2.6% |
| 30D | -15.9% | -9.6% | -6.4% | -11.7% |
| 3M | +33.1% | -11.1% | +44.2% | +40.0% |
| 6M | -31.0% | +3.9% | -34.8% | -33.1% |
| YTD | -15.1% | -8.5% | -6.7% | -14.1% |
| 1Y | -45.6% | +3.3% | -48.9% | -48.7% |
| 3Y | +180.5% | +213.7% | -33.2% | +30.2% |
| All | +49.9% | -58.9% | +108.8% | +6.2% |
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 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