-22.1%
MOS vs FRSH
-72.1%
+50.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.0% |
| 7D | +5.5% | -8.9% | +14.4% | +6.3% |
| 30D | +21.0% | -13.2% | +34.2% | +22.1% |
| 3M | -0.5% | +0.9% | -1.4% | -1.3% |
| 6M | +6.6% | +40.3% | -33.7% | +1.5% |
| YTD | -2.8% | -1.4% | -1.4% | -4.1% |
| 1Y | -8.1% | +3.8% | -11.8% | -10.0% |
| 3Y | -25.6% | -30.8% | +5.2% | -24.9% |
| 5Y | -29.8% | -68.5% | +38.8% | -32.2% |
| All | -22.1% | -72.1% | +50.0% | -27.0% |
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 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