-93.2%
FRMI vs MKTX
+5.4%
-98.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | 0.0% | -10.5% | -10.6% |
| 7D | -39.7% | +0.5% | -40.2% | -39.8% |
| 30D | -55.2% | +1.0% | -56.1% | -55.3% |
| 3M | -71.2% | +2.5% | -73.7% | -71.3% |
| 6M | -64.1% | +8.0% | -72.1% | -66.3% |
| YTD | -77.2% | -7.3% | -70.0% | -78.5% |
| 1Y | -93.2% | +4.7% | -97.8% | -93.9% |
| All | -93.2% | +5.4% | -98.5% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling