-92.0%
MSTU vs AFRM
+50.4%
-142.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.9% | -10.0% | -9.7% |
| 7D | -23.0% | -5.5% | -17.5% | -17.8% |
| 30D | -47.7% | -15.5% | -32.2% | -35.6% |
| 3M | +12.5% | -10.3% | +22.8% | +28.6% |
| 6M | -76.1% | +0.6% | -76.7% | -75.8% |
| YTD | -75.5% | -11.5% | -64.0% | -71.7% |
| 1Y | -90.1% | -16.6% | -73.5% | -87.8% |
| All | -92.0% | +50.4% | -142.4% | -95.8% |
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 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