+171.3%
MS vs FRSH
-30.4%
+201.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | +0.8% | -16.0% | +16.8% | +3.4% |
| 30D | -0.7% | -14.7% | +14.0% | +1.5% |
| 3M | -12.4% | -0.8% | -11.5% | -12.8% |
| 6M | -1.7% | +34.5% | -36.3% | -8.4% |
| YTD | +8.0% | -3.0% | +11.1% | +6.6% |
| 1Y | +16.2% | +4.9% | +11.4% | +12.5% |
| 3Y | +171.3% | -31.9% | +203.2% | +172.2% |
| All | +171.3% | -30.4% | +201.7% | +172.2% |
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