-5.9%
MSCI vs FRSH
-70.6%
+64.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.4% | +0.8% |
| 7D | +0.4% | -8.2% | +8.5% | +2.4% |
| 30D | +0.6% | +10.5% | -9.9% | -1.9% |
| 3M | -7.1% | +32.7% | -39.8% | -13.4% |
| 6M | +0.8% | +50.3% | -49.5% | -9.1% |
| YTD | +1.0% | +3.9% | -2.9% | -1.7% |
| 1Y | +4.3% | -2.2% | +6.5% | +2.6% |
| 3Y | +9.9% | -42.9% | +52.9% | +18.3% |
| All | -5.9% | -70.6% | +64.6% | +2.4% |
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