-92.4%
MSTU vs AFRM
+48.7%
-141.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.1% | -3.9% | -3.8% |
| 7D | -25.8% | -4.4% | -21.4% | -21.7% |
| 30D | -43.9% | -7.7% | -36.2% | -37.2% |
| 3M | +2.9% | -16.9% | +19.8% | +27.9% |
| 6M | -75.5% | +2.5% | -78.0% | -75.7% |
| YTD | -76.7% | -12.5% | -64.2% | -72.8% |
| 1Y | -88.9% | -11.0% | -77.9% | -87.5% |
| All | -92.4% | +48.7% | -141.1% | -95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling