-83.4%
FRMI vs MAGS
+9.0%
-92.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.3% |
| 7D | +10.9% | -1.8% | +12.7% | +12.8% |
| 30D | -24.3% | +1.1% | -25.4% | -25.5% |
| 3M | -21.8% | +7.7% | -29.5% | -30.3% |
| 6M | -33.0% | +11.7% | -44.8% | -41.3% |
| YTD | -32.6% | +4.9% | -37.5% | -35.5% |
| All | -83.4% | +9.0% | -92.4% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling