+50.1%
MSFT vs FRSH
-46.4%
+96.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +20.3% |
| 6M | +22.9% | +48.6% | -25.7% | +13.1% |
| YTD | +3.1% | -2.9% | +6.1% | +1.4% |
| 1Y | -0.3% | -7.9% | +7.6% | -1.4% |
| 3Y | +50.1% | -46.5% | +96.6% | +59.5% |
| All | +50.1% | -46.4% | +96.5% | +59.5% |
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 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