+61.7%
MTSI vs AFRM
+8.5%
+53.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.0% | -6.0% | -1.4% |
| 7D | -10.7% | +3.1% | -13.7% | -10.9% |
| 30D | -29.0% | +1.1% | -30.1% | -29.0% |
| 3M | -14.7% | -3.2% | -11.5% | -14.5% |
| 6M | -20.1% | +12.7% | -32.8% | -21.1% |
| YTD | +36.1% | +1.6% | +34.6% | +30.4% |
| 1Y | +61.7% | +5.9% | +55.9% | +54.1% |
| All | +61.7% | +8.5% | +53.2% | +54.1% |
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