-94.4%
FRMI vs MAS
+24.3%
-118.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | +0.1% | +17.4% | +17.5% |
| 7D | -0.5% | -1.8% | +1.3% | +0.5% |
| 30D | -44.3% | +23.6% | -67.9% | -49.9% |
| 3M | -74.6% | +12.4% | -87.0% | -76.1% |
| 6M | -66.3% | +21.9% | -88.2% | -69.8% |
| YTD | -77.4% | +36.1% | -113.5% | -80.4% |
| 1Y | -91.7% | +39.5% | -131.2% | -92.5% |
| All | -94.4% | +24.3% | -118.7% | -95.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling