-16.8%
MP vs FRSH
-70.0%
+53.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.6% | +9.6% | +6.3% |
| 7D | -10.5% | -17.7% | +7.2% | -5.4% |
| 30D | -23.5% | -11.0% | -12.6% | -21.1% |
| 3M | -25.4% | +4.5% | -29.9% | -27.0% |
| 6M | -51.3% | +36.2% | -87.5% | -56.7% |
| YTD | -29.9% | -1.1% | -28.8% | -32.4% |
| 1Y | -31.8% | +11.6% | -43.5% | -36.9% |
| 3Y | +127.0% | -33.9% | +160.9% | +137.9% |
| All | -16.8% | -70.0% | +53.2% | +0.4% |
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 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