-12.4%
MOS vs FRSH
-70.6%
+58.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.7% | +6.1% | +1.9% |
| 7D | +9.5% | -8.2% | +17.7% | +10.4% |
| 30D | +10.4% | +10.5% | -0.1% | +9.1% |
| 3M | +12.9% | +32.7% | -19.9% | +9.1% |
| 6M | +1.2% | +50.3% | -49.1% | -4.0% |
| YTD | +9.3% | +3.9% | +5.4% | +7.8% |
| 1Y | -18.0% | -2.2% | -15.8% | -18.6% |
| 3Y | -29.0% | -42.9% | +13.9% | -26.7% |
| All | -12.4% | -70.6% | +58.2% | -17.9% |
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