+95.0%
MO vs FRSH
-46.4%
+141.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +0.1% | -6.6% | +6.7% | +0.1% |
| 30D | +7.1% | +2.1% | +5.0% | +7.2% |
| 3M | -2.0% | +29.0% | -30.9% | -1.3% |
| 6M | +7.3% | +48.6% | -41.3% | +8.5% |
| YTD | +23.5% | -2.9% | +26.4% | +24.1% |
| 1Y | +11.0% | -7.9% | +18.9% | +11.6% |
| 3Y | +95.0% | -46.5% | +141.5% | +101.4% |
| All | +95.0% | -46.4% | +141.4% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling