-88.6%
MSTU vs AFRM
-4.3%
-84.4%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | +0.7% |
| 7D | -4.3% | -7.3% | +3.0% | +3.9% |
| 30D | -34.6% | -9.6% | -25.0% | -26.6% |
| 3M | +39.0% | -11.1% | +50.1% | +57.1% |
| 6M | -70.5% | +3.9% | -74.4% | -70.6% |
| YTD | -68.6% | -8.5% | -60.1% | -67.9% |
| 1Y | -88.6% | +3.3% | -91.9% | -89.4% |
| All | -88.6% | -4.3% | -84.4% | -89.4% |
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