+179.1%
MS vs FRSH
-48.3%
+227.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.3% | +0.1% |
| 7D | +2.5% | -10.1% | +12.6% | +4.3% |
| 30D | 0.0% | +2.2% | -2.2% | -0.6% |
| 3M | +2.4% | +28.6% | -26.1% | -3.0% |
| 6M | +36.4% | +40.2% | -3.8% | +26.1% |
| YTD | +23.8% | -1.2% | +25.0% | +22.2% |
| 1Y | +48.6% | -7.9% | +56.5% | +48.7% |
| 3Y | +179.1% | -44.7% | +223.9% | +189.0% |
| All | +179.1% | -48.3% | +227.5% | +189.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling