-25.6%
MOS vs FRSH
-70.7%
+45.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.9% | -9.4% | -5.0% |
| 7D | -2.6% | -0.2% | -2.3% | -2.6% |
| 30D | +13.5% | -8.8% | +22.3% | +14.0% |
| 3M | -2.9% | +8.8% | -11.7% | -4.4% |
| 6M | -1.0% | +49.1% | -50.1% | -6.3% |
| YTD | -7.2% | +3.4% | -10.6% | -8.9% |
| 1Y | -11.4% | +8.8% | -20.2% | -13.6% |
| 3Y | -29.0% | -27.4% | -1.6% | -28.6% |
| 5Y | -34.0% | -66.4% | +32.4% | -36.5% |
| All | -25.6% | -70.7% | +45.1% | -30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling