-19.6%
MSFU vs FRSH
-3.3%
-16.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.7% | +0.5% | -1.4% |
| 7D | -5.7% | -8.2% | +2.5% | -0.9% |
| 30D | +4.2% | +10.5% | -6.3% | -1.8% |
| 3M | +27.9% | +32.7% | -4.8% | +7.5% |
| 6M | +37.1% | +50.3% | -13.2% | +8.0% |
| YTD | -7.4% | +3.9% | -11.3% | -17.1% |
| 1Y | -19.6% | -2.2% | -17.5% | -30.0% |
| All | -19.6% | -3.3% | -16.3% | -30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling