-89.3%
MSTU vs AFRM
-11.9%
-77.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | -0.9% |
| 7D | -27.7% | -10.3% | -17.5% | -18.8% |
| 30D | -40.3% | -13.7% | -26.6% | -29.7% |
| 3M | +26.4% | -11.6% | +38.0% | +44.4% |
| 6M | -75.7% | +2.1% | -77.8% | -75.3% |
| YTD | -71.9% | -8.9% | -63.0% | -71.3% |
| 1Y | -89.3% | -9.7% | -79.6% | -89.1% |
| All | -89.3% | -11.9% | -77.3% | -89.1% |
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 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