+1,541.4%
MOD vs FRSH
-72.4%
+1,613.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.1% |
| 7D | +3.6% | -9.6% | +13.2% | +5.2% |
| 30D | -2.6% | -0.4% | -2.2% | -2.9% |
| 3M | -33.1% | +27.2% | -60.3% | -36.8% |
| 6M | -7.5% | +42.2% | -49.7% | -15.1% |
| YTD | +39.3% | -2.6% | +41.9% | +36.5% |
| 1Y | +34.3% | -10.2% | +44.4% | +33.7% |
| 3Y | +296.2% | -45.5% | +341.7% | +324.8% |
| All | +1,541.4% | -72.4% | +1,613.8% | +1,568.7% |
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