+186.2%
MTSI vs AFRM
+203.8%
-17.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.2% | +13.1% | +11.3% |
| 7D | -10.0% | -7.3% | -2.7% | -8.5% |
| 30D | -37.2% | -9.6% | -27.6% | -35.9% |
| 3M | -30.1% | -11.1% | -19.0% | -28.9% |
| 6M | -31.9% | +3.9% | -35.8% | -33.0% |
| YTD | +23.2% | -8.5% | +31.7% | +22.2% |
| 1Y | +26.4% | +3.3% | +23.1% | +21.9% |
| 3Y | +186.2% | +213.7% | -27.6% | +150.3% |
| All | +186.2% | +203.8% | -17.6% | +150.3% |
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