-93.2%
FRMI vs MAS
+40.8%
-133.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +5.6% | -16.2% | -13.2% |
| 7D | -39.7% | +14.2% | -53.9% | -44.2% |
| 30D | -55.2% | +26.8% | -82.0% | -61.0% |
| 3M | -71.2% | +13.1% | -84.3% | -73.3% |
| 6M | -64.1% | +27.9% | -92.0% | -69.7% |
| YTD | -77.2% | +38.7% | -115.9% | -82.2% |
| 1Y | -93.2% | +40.4% | -133.5% | -94.6% |
| All | -93.2% | +40.8% | -133.9% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling