+65.2%
MAS vs FRSH
-70.7%
+135.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.0% | +4.6% | -1.6% | +2.2% |
| 30D | +22.4% | -7.5% | +29.9% | +23.6% |
| 3M | +14.5% | -0.1% | +14.6% | +14.0% |
| 6M | +27.1% | +54.5% | -27.4% | +17.0% |
| YTD | +35.8% | +3.4% | +32.3% | +32.6% |
| 1Y | +39.4% | +6.4% | +33.0% | +35.3% |
| 3Y | +60.3% | -26.3% | +86.5% | +61.8% |
| 5Y | +39.4% | -66.4% | +105.8% | +38.0% |
| All | +65.2% | -70.7% | +135.9% | +64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling