+41.3%
MAS vs FRSH
-70.6%
+111.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.7% | +6.5% | +2.5% |
| 7D | -0.8% | -8.2% | +7.4% | +0.6% |
| 30D | -5.6% | +10.5% | -16.1% | -7.2% |
| 3M | +4.4% | +32.7% | -28.3% | -0.7% |
| 6M | +7.2% | +50.3% | -43.1% | -0.9% |
| YTD | +16.1% | +3.9% | +12.2% | +13.7% |
| 1Y | +0.1% | -2.2% | +2.2% | -1.2% |
| 3Y | +28.3% | -42.9% | +71.2% | +35.3% |
| All | +41.3% | -70.6% | +111.8% | +41.4% |
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