-93.2%
FRMI vs MOD
-33.0%
-60.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -21.4% | +10.9% | +0.4% |
| 7D | -39.7% | -31.3% | -8.4% | -27.2% |
| 30D | -55.2% | -46.1% | -9.1% | -38.7% |
| 3M | -71.2% | -51.1% | -20.0% | -59.0% |
| 6M | -64.1% | -62.1% | -2.0% | -44.8% |
| YTD | -77.2% | -26.2% | -51.1% | -77.3% |
| 1Y | -93.2% | -32.6% | -60.6% | -92.1% |
| All | -93.2% | -33.0% | -60.2% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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