+320.4%
MTSI vs AFRM
-23.1%
+343.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.1% | +3.9% |
| 7D | +1.4% | -7.0% | +8.3% | +2.6% |
| 30D | +2.1% | -7.8% | +9.9% | +3.1% |
| 3M | -29.7% | +5.3% | -35.0% | -30.8% |
| 6M | +12.5% | +42.6% | -30.1% | +4.1% |
| YTD | +57.0% | -2.8% | +59.8% | +54.2% |
| 1Y | +103.9% | -19.3% | +123.2% | +105.6% |
| 3Y | +223.6% | +231.0% | -7.4% | +130.1% |
| All | +320.4% | -23.1% | +343.4% | +225.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling