+34.0%
MSCI vs FRSH
-27.1%
+61.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.9% | -6.4% | -2.4% |
| 7D | -0.7% | -0.2% | -0.4% | -0.7% |
| 30D | +16.2% | -8.8% | +25.0% | +17.9% |
| 3M | +16.1% | +8.8% | +7.3% | +13.9% |
| 6M | +12.9% | +49.1% | -36.1% | +4.6% |
| YTD | +14.8% | +3.4% | +11.4% | +11.9% |
| 1Y | +13.8% | +8.8% | +4.9% | +9.8% |
| All | +34.0% | -27.1% | +61.1% | +30.8% |
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 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