+73.7%
MA vs FRSH
-70.6%
+144.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.7% | +3.6% | -0.5% |
| 7D | -2.7% | -8.2% | +5.5% | -1.6% |
| 30D | +1.5% | +10.5% | -9.0% | 0.0% |
| 3M | +20.4% | +32.7% | -12.3% | +15.5% |
| 6M | +11.1% | +50.3% | -39.2% | +4.4% |
| YTD | +2.0% | +3.9% | -2.0% | +0.1% |
| 1Y | -2.2% | -2.2% | 0.0% | -3.3% |
| 3Y | +41.9% | -42.9% | +84.8% | +47.3% |
| All | +73.7% | -70.6% | +144.3% | +71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling