+65.4%
MAS vs FRSH
-72.5%
+137.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | +3.6% | -16.0% | +19.6% | +6.4% |
| 30D | +23.8% | -14.7% | +38.5% | +26.7% |
| 3M | +14.4% | -0.8% | +15.3% | +14.0% |
| 6M | +19.7% | +34.5% | -14.8% | +12.8% |
| YTD | +36.0% | -3.0% | +39.0% | +34.2% |
| 1Y | +40.4% | +4.9% | +35.5% | +36.3% |
| 3Y | +58.9% | -31.9% | +90.8% | +62.5% |
| 5Y | +44.5% | -68.7% | +113.2% | +44.6% |
| All | +65.4% | -72.5% | +137.9% | +66.9% |
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