+730.7%
MOD vs FRSH
-70.0%
+800.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.6% | +10.4% | +6.5% |
| 7D | -25.5% | -17.7% | -7.8% | -22.8% |
| 30D | -49.0% | -11.0% | -38.0% | -47.9% |
| 3M | -49.8% | +4.5% | -54.3% | -50.3% |
| 6M | -64.8% | +36.2% | -101.0% | -67.3% |
| YTD | -27.6% | -1.1% | -26.5% | -29.1% |
| 1Y | -35.2% | +11.6% | -46.8% | -38.4% |
| 3Y | +137.1% | -33.9% | +171.0% | +147.4% |
| All | +730.7% | -70.0% | +800.6% | +739.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling