-62.3%
FRMI vs M
+33.1%
-95.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -2.1% | +15.9% | +14.2% |
| 7D | +34.6% | +0.6% | +34.1% | +33.8% |
| 30D | -44.6% | +7.0% | -51.6% | -45.2% |
| 3M | -72.9% | +3.1% | -76.0% | -73.1% |
| 6M | -62.3% | +33.5% | -95.8% | -67.8% |
| All | -62.3% | +33.1% | -95.5% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 6mo: compounded portfolio wealth divided by compounded M 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…
6mo analysis · Full analysis span regression · 6 months rolling