-26.3%
MOH vs FRSH
-72.5%
+46.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +1.7% | -6.6% | +8.3% | +2.2% |
| 30D | -0.9% | +2.1% | -3.0% | -1.1% |
| 3M | +5.7% | +29.0% | -23.2% | +3.8% |
| 6M | +39.1% | +48.6% | -9.5% | +35.1% |
| YTD | +17.7% | -2.9% | +20.6% | +17.5% |
| 1Y | +8.4% | -7.9% | +16.3% | +8.5% |
| 3Y | -36.6% | -46.5% | +9.9% | -35.4% |
| All | -26.3% | -72.5% | +46.2% | -26.0% |
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