+149.0%
MSTR vs AFRM
-23.4%
+172.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.8% | -1.4% | -5.8% |
| 7D | -8.7% | -6.9% | -1.8% | -5.5% |
| 30D | -21.4% | -7.0% | -14.5% | -18.8% |
| 3M | +31.4% | -11.2% | +42.7% | +37.9% |
| 6M | -30.8% | +4.3% | -35.1% | -32.8% |
| YTD | -14.9% | -6.4% | -8.5% | -14.6% |
| 1Y | -49.3% | -2.6% | -46.7% | -50.5% |
| 3Y | +184.8% | +210.6% | -25.7% | +45.3% |
| 5Y | +62.1% | -57.6% | +119.7% | +23.8% |
| All | +149.0% | -23.4% | +172.4% | +63.8% |
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