+60.4%
MAS vs FRSH
-72.0%
+132.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -0.8% |
| 7D | +2.4% | -17.7% | +20.1% | +5.4% |
| 30D | +19.8% | -11.0% | +30.8% | +21.8% |
| 3M | +9.8% | +4.5% | +5.4% | +8.5% |
| 6M | +15.8% | +36.2% | -20.5% | +8.8% |
| YTD | +31.8% | -1.1% | +33.0% | +29.7% |
| 1Y | +35.4% | +11.6% | +23.8% | +30.1% |
| 3Y | +59.2% | -33.9% | +93.1% | +63.6% |
| 5Y | +41.2% | -68.4% | +109.6% | +40.8% |
| All | +60.4% | -72.0% | +132.4% | +61.3% |
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 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