-27.0%
MOS vs FRSH
-34.1%
+7.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.8% | +0.4% |
| 7D | +21.6% | -17.7% | +39.3% | +23.1% |
| 30D | +12.0% | -11.0% | +22.9% | +12.4% |
| 3M | -3.9% | +4.5% | -8.4% | -5.3% |
| 6M | -3.3% | +36.2% | -39.5% | -8.2% |
| YTD | -4.6% | -1.1% | -3.5% | -5.1% |
| 1Y | -7.0% | +11.6% | -18.6% | -9.7% |
| All | -27.0% | -34.1% | +7.1% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling