-10.1%
MOS vs FRSH
-72.0%
+61.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.9% | +7.6% | +3.1% |
| 7D | +7.1% | -10.1% | +17.2% | +8.2% |
| 30D | +15.0% | +2.2% | +12.9% | +14.5% |
| 3M | +24.1% | +28.6% | -4.5% | +20.2% |
| 6M | +2.7% | +40.2% | -37.5% | -1.9% |
| YTD | +12.2% | -1.2% | +13.4% | +11.2% |
| 1Y | -16.3% | -7.9% | -8.4% | -16.4% |
| 3Y | -23.3% | -44.7% | +21.5% | -20.5% |
| All | -10.1% | -72.0% | +61.9% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling