+1,597.7%
MOD vs FRSH
-72.0%
+1,669.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.8% | -0.4% |
| 7D | +6.3% | -10.1% | +16.4% | +8.1% |
| 30D | -1.7% | +2.2% | -3.9% | -2.4% |
| 3M | -30.1% | +28.6% | -58.7% | -34.1% |
| 6M | +2.7% | +40.2% | -37.5% | -5.4% |
| YTD | +44.1% | -1.2% | +45.3% | +40.9% |
| 1Y | +38.7% | -7.9% | +46.6% | +37.5% |
| 3Y | +309.8% | -44.7% | +354.5% | +338.3% |
| All | +1,597.7% | -72.0% | +1,669.7% | +1,621.8% |
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 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