+73.0%
MSFT vs FRSH
-72.5%
+145.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | -0.8% | -6.6% | +5.8% | +0.6% |
| 30D | +0.8% | +2.1% | -1.3% | +0.3% |
| 3M | +27.2% | +29.0% | -1.7% | +20.2% |
| 6M | +22.9% | +48.6% | -25.7% | +12.6% |
| YTD | +3.1% | -2.9% | +6.1% | +2.2% |
| 1Y | -0.3% | -7.9% | +7.6% | -0.5% |
| 3Y | +50.1% | -46.5% | +96.6% | +61.1% |
| All | +73.0% | -72.5% | +145.5% | +78.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling