-87.2%
MSTU vs AFRM
+8.5%
-95.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.0% | +5.3% | +5.6% |
| 7D | -4.8% | +3.1% | -7.9% | -7.3% |
| 30D | -29.6% | +1.1% | -30.7% | -29.6% |
| 3M | +69.4% | -3.2% | +72.6% | +75.0% |
| 6M | -62.2% | +12.7% | -74.9% | -65.7% |
| YTD | -61.1% | +1.6% | -62.6% | -63.8% |
| 1Y | -87.2% | +5.9% | -93.0% | -88.5% |
| All | -87.2% | +8.5% | -95.7% | -88.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling