-2.2%
FRSH vs MTB
+23.4%
-25.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.6% | -4.7% |
| 7D | -8.2% | +1.7% | -9.9% | -8.5% |
| 30D | +10.5% | -4.2% | +14.7% | +11.6% |
| 3M | +32.7% | +8.9% | +23.9% | +30.6% |
| 6M | +50.3% | +10.9% | +39.4% | +47.6% |
| YTD | +3.9% | +21.5% | -17.6% | -0.3% |
| 1Y | -2.2% | +21.9% | -24.1% | -8.3% |
| All | -2.2% | +23.4% | -25.5% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling