+21.8%
MRSH vs FRSH
-72.5%
+94.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -4.8% | -6.6% | +1.8% | -4.1% |
| 30D | -6.3% | +2.1% | -8.4% | -6.6% |
| 3M | +5.8% | +29.0% | -23.2% | +3.1% |
| 6M | +2.8% | +48.6% | -45.8% | -1.3% |
| YTD | -3.1% | -2.9% | -0.2% | -3.9% |
| 1Y | -11.3% | -7.9% | -3.4% | -11.7% |
| 3Y | -5.0% | -46.5% | +41.5% | -2.3% |
| All | +21.8% | -72.5% | +94.3% | +25.8% |
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