+836.5%
MOD vs FRSH
-70.7%
+907.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -1.4% |
| 7D | +16.1% | -0.2% | +16.3% | +16.0% |
| 30D | -38.5% | -8.8% | -29.7% | -37.5% |
| 3M | -46.8% | +8.8% | -55.6% | -47.7% |
| 6M | -61.6% | +49.1% | -110.7% | -64.8% |
| YTD | -20.5% | +3.4% | -24.0% | -22.8% |
| 1Y | -28.0% | +8.8% | -36.9% | -30.9% |
| 3Y | +134.9% | -27.4% | +162.3% | +140.9% |
| 5Y | +833.2% | -66.4% | +899.6% | +837.5% |
| All | +836.5% | -70.7% | +907.2% | +843.8% |
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