+76.3%
MSFU vs FRSH
-4.6%
+81.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.7% | +0.5% | -2.3% |
| 7D | -5.7% | -8.2% | +2.5% | -2.5% |
| 30D | +4.2% | +10.5% | -6.3% | +0.2% |
| 3M | +27.9% | +32.7% | -4.8% | +14.4% |
| 6M | +37.1% | +50.3% | -13.2% | +17.6% |
| YTD | -7.4% | +3.9% | -11.3% | -10.3% |
| 1Y | -19.6% | -2.2% | -17.5% | -21.1% |
| 3Y | +33.2% | -42.9% | +76.1% | +48.2% |
| All | +76.3% | -4.6% | +81.0% | +49.0% |
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 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