-82.4%
FRMI vs MOD
+37.4%
-119.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.2% | +12.7% | +12.1% |
| 7D | +23.3% | +6.3% | +17.0% | +19.9% |
| 30D | -7.6% | -1.7% | -5.9% | -7.0% |
| 3M | +0.2% | -30.1% | +30.3% | +14.2% |
| 6M | -28.7% | +2.7% | -31.4% | -34.4% |
| YTD | -28.6% | +44.1% | -72.7% | -47.8% |
| All | -82.4% | +37.4% | -119.9% | -84.5% |
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