+836.9%
MOD vs FRSH
-72.2%
+909.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.8% | +10.7% | +10.0% |
| 7D | -13.9% | -15.5% | +1.5% | -11.3% |
| 30D | -41.5% | -13.7% | -27.8% | -40.0% |
| 3M | -45.7% | +1.4% | -47.2% | -46.0% |
| 6M | -61.1% | +36.0% | -97.1% | -63.8% |
| YTD | -20.5% | -2.0% | -18.5% | -22.0% |
| 1Y | -32.1% | +7.3% | -39.5% | -34.9% |
| 3Y | +146.5% | -29.6% | +176.0% | +154.1% |
| 5Y | +812.7% | -69.2% | +881.9% | +827.0% |
| All | +836.9% | -72.2% | +909.1% | +853.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling