-75.0%
FRSH vs MKTX
-58.9%
-16.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -6.6% | -0.2% | -6.4% | -6.5% |
| 30D | +2.1% | +0.7% | +1.4% | +1.9% |
| 3M | +29.0% | +40.8% | -11.8% | +12.1% |
| 6M | +48.6% | -8.0% | +56.6% | +52.4% |
| YTD | -2.9% | -8.7% | +5.8% | -0.4% |
| 1Y | -7.9% | -11.8% | +3.9% | -4.4% |
| 3Y | -46.5% | -24.0% | -22.5% | -46.0% |
| All | -75.0% | -58.9% | -16.1% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 all: compounded portfolio wealth divided by compounded MKTX 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…
all analysis · Full analysis span regression · 6 months rolling