-95.2%
FRMI vs MAS
+19.9%
-115.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +3.4% |
| 7D | -39.8% | +2.0% | -41.8% | -40.5% |
| 30D | -60.5% | +19.4% | -79.8% | -63.9% |
| 3M | -74.6% | +9.4% | -84.1% | -75.9% |
| 6M | -71.8% | +15.3% | -87.1% | -74.2% |
| YTD | -80.4% | +31.3% | -111.7% | -82.7% |
| 1Y | -93.9% | +34.9% | -128.7% | -94.3% |
| All | -95.2% | +19.9% | -115.1% | -96.0% |
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