-86.8%
MSTU vs AFRM
+64.6%
-151.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.4% | -8.3% | -8.2% |
| 7D | +16.1% | +3.1% | +13.1% | +12.0% |
| 30D | +68.7% | -4.2% | +72.9% | +75.4% |
| 3M | -11.0% | +10.1% | -21.1% | -21.6% |
| 6M | -33.4% | +39.4% | -72.8% | -52.4% |
| YTD | -59.5% | -3.2% | -56.4% | -58.5% |
| 1Y | -93.4% | -16.1% | -77.3% | -92.2% |
| All | -86.8% | +64.6% | -151.4% | -93.8% |
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