-83.4%
FRMI vs MKTX
-5.3%
-78.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +10.9% | -0.2% | +11.1% | +10.9% |
| 30D | -24.3% | +0.8% | -25.1% | -24.4% |
| 3M | -21.8% | +41.1% | -62.9% | -23.9% |
| 6M | -33.0% | -9.5% | -23.5% | -38.1% |
| YTD | -32.6% | -8.7% | -23.9% | -39.5% |
| All | -83.4% | -5.3% | -78.1% | -85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling