+23.7%
MSFU vs FRSH
-46.2%
+69.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | -2.3% | -9.6% | +7.2% | +1.7% |
| 30D | -6.3% | -0.4% | -5.8% | -6.2% |
| 3M | +40.0% | +27.2% | +12.8% | +26.9% |
| 6M | +30.1% | +42.2% | -12.1% | +13.7% |
| YTD | -10.3% | -2.6% | -7.7% | -11.7% |
| 1Y | -19.0% | -10.2% | -8.9% | -18.8% |
| All | +23.7% | -46.2% | +69.9% | +38.6% |
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 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