-32.6%
MP vs FRSH
+5.5%
-38.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +9.5% | +4.6% | +4.8% | +9.2% |
| 30D | -3.0% | -7.5% | +4.5% | -2.7% |
| 3M | -30.4% | -0.1% | -30.3% | -30.3% |
| 6M | -39.2% | +54.5% | -93.7% | -41.1% |
| YTD | -23.3% | +3.4% | -26.7% | -26.1% |
| 1Y | -32.6% | +6.4% | -39.0% | -35.0% |
| All | -32.6% | +5.5% | -38.1% | -35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling