-83.1%
FRMI vs MKTX
-5.4%
-77.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | +7.4% | -0.2% | +7.7% | +7.5% |
| 30D | -27.6% | +0.7% | -28.4% | -27.7% |
| 3M | -20.9% | +40.8% | -61.7% | -23.0% |
| 6M | -36.6% | -8.0% | -28.6% | -41.3% |
| YTD | -31.3% | -8.7% | -22.5% | -38.3% |
| All | -83.1% | -5.4% | -77.7% | -84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling