+38.6%
MA vs FRSH
-46.2%
+84.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | -3.5% | -9.6% | +6.0% | -2.4% |
| 30D | +0.8% | -0.4% | +1.2% | +0.7% |
| 3M | +14.8% | +27.2% | -12.4% | +11.3% |
| 6M | +10.0% | +42.2% | -32.2% | +5.1% |
| YTD | -0.1% | -2.6% | +2.5% | -1.2% |
| 1Y | -2.2% | -10.2% | +7.9% | -2.6% |
| All | +38.6% | -46.2% | +84.9% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 3y: compounded portfolio wealth divided by compounded FRSH 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…
3y analysis · Full analysis span regression · 6 months rolling