+159.0%
MTSI vs AFRM
-57.5%
+216.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -7.8% | -10.5% | -16.9% |
| 7D | -24.6% | -6.9% | -17.7% | -23.4% |
| 30D | -45.7% | -7.0% | -38.7% | -44.9% |
| 3M | -27.7% | -11.2% | -16.5% | -26.6% |
| 6M | -37.3% | +4.3% | -41.6% | -38.4% |
| YTD | +11.1% | -6.4% | +17.5% | +9.7% |
| 1Y | +27.2% | -2.6% | +29.8% | +23.9% |
| 3Y | +153.7% | +210.6% | -56.9% | +82.4% |
| 5Y | +159.0% | -57.6% | +216.6% | +135.1% |
| All | +159.0% | -57.5% | +216.5% | +135.1% |
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 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