+276.1%
MTSI vs AFRM
-25.2%
+301.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.1% | +9.1% | +9.0% |
| 7D | +3.5% | -7.5% | +11.1% | +5.2% |
| 30D | -30.3% | -15.7% | -14.6% | -28.1% |
| 3M | -26.0% | -9.6% | -16.4% | -25.1% |
| 6M | -36.1% | +6.3% | -42.4% | -37.4% |
| YTD | +34.3% | -8.6% | +42.9% | +33.2% |
| 1Y | +35.3% | -7.6% | +42.9% | +33.6% |
| 3Y | +217.6% | +173.7% | +44.0% | +138.8% |
| 5Y | +210.1% | -56.9% | +267.0% | +162.1% |
| All | +276.1% | -25.2% | +301.3% | +191.8% |
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