+21.4%
FRSH vs MTB
+27.0%
-5.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.2% | -7.4% | -6.5% |
| 7D | -13.8% | +2.0% | -15.8% | -14.1% |
| 30D | +0.3% | +2.9% | -2.6% | -0.2% |
| 3M | +10.1% | -10.7% | +20.8% | +12.4% |
| 6M | +47.7% | +6.3% | +41.3% | +46.5% |
| YTD | +8.2% | +13.8% | -5.5% | +7.2% |
| 1Y | +21.4% | +27.7% | -6.3% | +11.8% |
| All | +21.4% | +27.0% | -5.5% | +11.8% |
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