+175.0%
MSTR vs AFRM
-20.4%
+195.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.2% |
| 7D | +12.2% | -7.0% | +19.1% | +15.6% |
| 30D | +45.2% | -7.8% | +53.0% | +50.0% |
| 3M | +10.4% | +5.3% | +5.1% | +6.9% |
| 6M | -2.5% | +42.6% | -45.1% | -17.6% |
| YTD | -6.0% | -2.8% | -3.2% | -7.1% |
| 1Y | -56.4% | -19.3% | -37.1% | -53.9% |
| 3Y | +306.3% | +231.0% | +75.3% | +96.5% |
| 5Y | +100.5% | -22.2% | +122.7% | +22.2% |
| All | +175.0% | -20.4% | +195.4% | +78.1% |
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