-83.1%
FRMI vs MAGS
+10.1%
-93.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.0% |
| 7D | +7.4% | +0.6% | +6.8% | +6.7% |
| 30D | -27.6% | +3.2% | -30.9% | -30.2% |
| 3M | -20.9% | +7.7% | -28.5% | -29.0% |
| 6M | -36.6% | +12.5% | -49.1% | -44.7% |
| YTD | -31.3% | +6.0% | -37.2% | -34.8% |
| All | -83.1% | +10.1% | -93.2% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 10y: compounded portfolio wealth divided by compounded MAGS 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…
10y analysis · Full analysis span regression · 6 months rolling