-95.2%
FRMI vs MOD
-31.0%
-64.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | -0.4% |
| 7D | -39.8% | -25.5% | -14.3% | -30.1% |
| 30D | -60.5% | -49.0% | -11.5% | -44.4% |
| 3M | -74.6% | -49.8% | -24.8% | -64.2% |
| 6M | -71.8% | -64.8% | -7.0% | -54.8% |
| YTD | -80.4% | -27.6% | -52.7% | -79.7% |
| 1Y | -93.9% | -35.2% | -58.7% | -92.3% |
| All | -95.2% | -31.0% | -64.2% | -94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling