+139.5%
MAR vs FRSH
-72.4%
+211.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.1% |
| 7D | -0.5% | -9.6% | +9.1% | +1.1% |
| 30D | -4.7% | -0.4% | -4.2% | -4.8% |
| 3M | -15.6% | +27.2% | -42.8% | -19.4% |
| 6M | +1.2% | +42.2% | -41.0% | -5.9% |
| YTD | +7.5% | -2.6% | +10.1% | +6.2% |
| 1Y | +26.6% | -10.2% | +36.8% | +26.6% |
| 3Y | +66.0% | -45.5% | +111.5% | +75.9% |
| All | +139.5% | -72.4% | +211.9% | +127.3% |
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 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