+809.7%
MOD vs FRSH
-72.5%
+882.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.7% |
| 7D | -17.8% | -16.0% | -1.8% | -15.2% |
| 30D | -43.2% | -14.7% | -28.6% | -41.6% |
| 3M | -46.0% | -0.8% | -45.2% | -46.0% |
| 6M | -62.2% | +34.5% | -96.8% | -64.8% |
| YTD | -22.8% | -3.0% | -19.8% | -24.1% |
| 1Y | -35.5% | +4.9% | -40.3% | -37.8% |
| 3Y | +128.2% | -31.9% | +160.2% | +136.6% |
| 5Y | +791.6% | -68.7% | +860.3% | +806.1% |
| All | +809.7% | -72.5% | +882.2% | +827.1% |
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 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