+71.6%
MSFT vs FRSH
-72.4%
+144.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | -1.0% | -9.6% | +8.5% | +1.0% |
| 30D | -2.7% | -0.4% | -2.2% | -2.7% |
| 3M | +22.1% | +27.2% | -5.1% | +15.7% |
| 6M | +20.6% | +42.2% | -21.6% | +11.4% |
| YTD | +2.3% | -2.6% | +4.9% | +1.3% |
| 1Y | -0.5% | -10.2% | +9.6% | -0.3% |
| 3Y | +50.5% | -45.5% | +96.1% | +60.9% |
| All | +71.6% | -72.4% | +144.0% | +77.1% |
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