+105.2%
MSI vs FRSH
-72.6%
+177.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | -1.8% | -11.2% | +9.4% | -0.6% |
| 30D | -0.6% | -0.8% | +0.2% | -0.7% |
| 3M | +13.0% | +26.4% | -13.4% | +10.2% |
| 6M | +0.5% | +48.4% | -47.9% | -3.7% |
| YTD | +21.7% | -3.1% | +24.8% | +21.2% |
| 1Y | -2.6% | -8.7% | +6.1% | -2.6% |
| 3Y | +69.7% | -45.8% | +115.5% | +76.2% |
| All | +105.2% | -72.6% | +177.7% | +113.4% |
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