+150.5%
MS vs FRSH
-72.4%
+222.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | +1.7% | -9.6% | +11.2% | +3.3% |
| 30D | 0.0% | -0.4% | +0.4% | -0.1% |
| 3M | +3.0% | +27.2% | -24.2% | -1.9% |
| 6M | +35.7% | +42.2% | -6.5% | +26.0% |
| YTD | +23.3% | -2.6% | +25.9% | +21.6% |
| 1Y | +44.7% | -10.2% | +54.8% | +44.5% |
| 3Y | +178.0% | -45.5% | +223.5% | +193.9% |
| All | +150.5% | -72.4% | +222.9% | +155.3% |
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