+59.8%
MAS vs FRSH
-72.0%
+131.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.2% |
| 7D | +2.0% | -17.7% | +19.7% | +5.0% |
| 30D | +19.4% | -11.0% | +30.3% | +21.3% |
| 3M | +9.4% | +4.5% | +4.9% | +8.1% |
| 6M | +15.3% | +36.2% | -20.9% | +8.4% |
| YTD | +31.3% | -1.1% | +32.5% | +29.2% |
| 1Y | +34.9% | +11.6% | +23.2% | +29.6% |
| 3Y | +58.6% | -33.9% | +92.5% | +62.9% |
| 5Y | +40.7% | -68.4% | +109.1% | +40.3% |
| All | +59.8% | -72.0% | +131.8% | +60.7% |
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 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