+6.9%
MSCI vs FRSH
-70.7%
+77.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.9% | -6.4% | -2.7% |
| 7D | -0.7% | -0.2% | -0.4% | -0.7% |
| 30D | +16.2% | -8.8% | +25.0% | +18.4% |
| 3M | +16.1% | +8.8% | +7.3% | +13.2% |
| 6M | +12.9% | +49.1% | -36.1% | +1.8% |
| YTD | +14.8% | +3.4% | +11.4% | +11.4% |
| 1Y | +13.8% | +8.8% | +4.9% | +8.9% |
| 3Y | +31.2% | -27.4% | +58.6% | +32.4% |
| 5Y | +5.6% | -66.4% | +72.0% | +11.4% |
| All | +6.9% | -70.7% | +77.6% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling