-95.3%
FRMI vs MAS
+22.3%
-117.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.4% | -12.5% | -14.5% |
| 7D | -46.5% | +4.6% | -51.1% | -47.6% |
| 30D | -63.8% | +19.9% | -83.7% | -67.0% |
| 3M | -75.3% | +8.9% | -84.2% | -76.4% |
| 6M | -69.0% | +20.2% | -89.2% | -72.1% |
| YTD | -80.9% | +33.9% | -114.8% | -83.3% |
| 1Y | -94.2% | +34.7% | -128.9% | -94.8% |
| All | -95.3% | +22.3% | -117.6% | -96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling