-37.3%
MTSI vs AFRM
+3.1%
-40.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -7.8% | -10.5% | -16.4% |
| 7D | -24.6% | -6.9% | -17.7% | -23.0% |
| 30D | -45.7% | -7.0% | -38.7% | -44.4% |
| 3M | -27.7% | -11.2% | -16.5% | -25.4% |
| 6M | -37.3% | +4.3% | -41.6% | -38.2% |
| All | -37.3% | +3.1% | -40.4% | -38.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling