+72.3%
MP vs FRSH
-72.4%
+144.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.5% |
| 7D | -0.7% | -9.6% | +8.8% | +2.0% |
| 30D | -0.7% | -0.4% | -0.2% | -1.0% |
| 3M | 0.0% | +27.2% | -27.2% | -8.5% |
| 6M | -10.0% | +42.2% | -52.1% | -21.0% |
| YTD | +7.5% | -2.6% | +10.1% | +4.5% |
| 1Y | -14.0% | -10.2% | -3.8% | -14.4% |
| 3Y | +153.5% | -45.5% | +199.0% | +183.3% |
| All | +72.3% | -72.4% | +144.7% | +102.4% |
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