+16.6%
MP vs FRSH
-72.1%
+88.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +0.3% |
| 7D | +2.3% | -8.9% | +11.2% | +4.9% |
| 30D | -15.3% | -13.2% | -2.1% | -12.0% |
| 3M | -33.5% | +0.9% | -34.4% | -34.3% |
| 6M | -45.5% | +40.3% | -85.8% | -51.9% |
| YTD | -27.3% | -1.4% | -25.9% | -29.8% |
| 1Y | -40.7% | +3.8% | -44.5% | -43.8% |
| 3Y | +145.9% | -30.8% | +176.6% | +153.5% |
| 5Y | -13.9% | -68.5% | +54.6% | +0.1% |
| All | +16.6% | -72.1% | +88.6% | +35.9% |
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 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