-74.9%
FRSH vs MTB
+105.8%
-180.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -9.6% | +1.1% | -10.6% | -10.0% |
| 30D | -0.4% | -4.6% | +4.2% | +1.6% |
| 3M | +27.2% | +6.3% | +20.9% | +23.7% |
| 6M | +42.2% | +15.6% | +26.6% | +32.6% |
| YTD | -2.6% | +20.6% | -23.2% | -11.2% |
| 1Y | -10.2% | +22.5% | -32.7% | -18.8% |
| 3Y | -45.5% | +114.4% | -160.0% | -62.6% |
| All | -74.9% | +105.8% | -180.7% | -80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling