-95.2%
FRMI vs MAS
+20.4%
-115.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.2% | +3.3% |
| 7D | -39.8% | +2.4% | -42.2% | -40.6% |
| 30D | -60.5% | +19.8% | -80.3% | -64.0% |
| 3M | -74.6% | +9.8% | -84.5% | -75.9% |
| 6M | -71.8% | +15.8% | -87.5% | -74.2% |
| YTD | -80.4% | +31.8% | -112.2% | -82.8% |
| 1Y | -93.9% | +35.4% | -129.3% | -94.4% |
| All | -95.2% | +20.4% | -115.5% | -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 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