+65.6%
MAS vs FRSH
-72.1%
+137.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | -1.8% | -8.9% | +7.1% | -0.4% |
| 30D | +23.6% | -13.2% | +36.8% | +26.1% |
| 3M | +12.4% | +0.9% | +11.5% | +11.7% |
| 6M | +21.9% | +40.3% | -18.4% | +14.0% |
| YTD | +36.1% | -1.4% | +37.5% | +34.0% |
| 1Y | +39.5% | +3.8% | +35.7% | +35.8% |
| 3Y | +59.1% | -30.8% | +89.9% | +62.3% |
| 5Y | +44.4% | -68.5% | +113.0% | +44.2% |
| All | +65.6% | -72.1% | +137.7% | +66.7% |
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