-84.3%
FRMI vs MAS
+6.0%
-90.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.8% | +3.6% | +4.5% |
| 7D | +2.4% | -0.8% | +3.2% | +2.8% |
| 30D | -17.3% | -5.6% | -11.7% | -15.0% |
| 3M | -17.2% | +4.4% | -21.6% | -19.6% |
| 6M | -43.4% | +7.2% | -50.6% | -46.5% |
| YTD | -36.0% | +16.1% | -52.1% | -39.8% |
| All | -84.3% | +6.0% | -90.3% | -85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling