-10.1%
MSCI vs FRSH
-72.6%
+62.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.1% |
| 7D | -4.7% | -11.2% | +6.4% | -2.0% |
| 30D | -2.2% | -0.8% | -1.3% | -2.1% |
| 3M | -9.7% | +26.4% | -36.1% | -14.8% |
| 6M | +0.3% | +48.4% | -48.1% | -9.3% |
| YTD | -3.5% | -3.1% | -0.4% | -4.5% |
| 1Y | -1.4% | -8.7% | +7.3% | -1.4% |
| 3Y | +6.6% | -45.8% | +52.4% | +16.1% |
| All | -10.1% | -72.6% | +62.4% | -0.5% |
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