+245.0%
MTSI vs AFRM
-25.1%
+270.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.2% | +13.1% | +11.2% |
| 7D | -10.0% | -7.3% | -2.7% | -8.6% |
| 30D | -37.2% | -9.6% | -27.6% | -36.0% |
| 3M | -30.1% | -11.1% | -19.0% | -29.0% |
| 6M | -31.9% | +3.9% | -35.8% | -33.0% |
| YTD | +23.2% | -8.5% | +31.7% | +22.1% |
| 1Y | +26.4% | +3.3% | +23.1% | +22.2% |
| 3Y | +186.2% | +213.7% | -27.6% | +109.6% |
| 5Y | +187.0% | -58.5% | +245.6% | +143.9% |
| All | +245.0% | -25.1% | +270.1% | +167.6% |
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