+5.4%
MOD vs FRSH
+5.5%
-0.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | 0.0% | +27.9% | +27.9% |
| 7D | +40.4% | +4.6% | +35.8% | +41.3% |
| 30D | -14.0% | -7.5% | -6.6% | -14.7% |
| 3M | -33.3% | -0.1% | -33.3% | -32.5% |
| 6M | -51.4% | +54.5% | -105.9% | -46.5% |
| YTD | +1.6% | +3.4% | -1.8% | +5.1% |
| 1Y | +5.4% | +6.4% | -1.0% | +5.1% |
| All | +5.4% | +5.5% | -0.1% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling