-94.9%
FRMI vs MOD
-24.2%
-70.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.9% | -4.1% | +0.5% |
| 7D | -24.7% | -13.9% | -10.8% | -19.3% |
| 30D | -51.6% | -41.5% | -10.1% | -36.6% |
| 3M | -73.1% | -45.7% | -27.4% | -63.7% |
| 6M | -68.3% | -61.1% | -7.1% | -51.8% |
| YTD | -79.3% | -20.5% | -58.8% | -79.6% |
| 1Y | -93.2% | -32.1% | -61.1% | -91.7% |
| All | -94.9% | -24.2% | -70.7% | -93.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling