+71.8%
MSFT vs FRSH
-72.6%
+144.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -3.5% | -11.2% | +7.7% | -1.1% |
| 30D | -2.1% | -0.8% | -1.2% | -2.0% |
| 3M | +24.2% | +26.4% | -2.2% | +17.8% |
| 6M | +21.9% | +48.4% | -26.5% | +11.7% |
| YTD | +2.5% | -3.1% | +5.6% | +1.6% |
| 1Y | -0.8% | -8.7% | +7.9% | -0.8% |
| 3Y | +50.8% | -45.8% | +96.6% | +61.3% |
| All | +71.8% | -72.6% | +144.4% | +77.6% |
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 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