-93.2%
FRMI vs MOH
+53.5%
-146.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +8.9% | -19.5% | -8.5% |
| 7D | -39.7% | +14.3% | -54.0% | -37.6% |
| 30D | -55.2% | +16.7% | -71.9% | -53.3% |
| 3M | -71.2% | +18.3% | -89.5% | -69.8% |
| 6M | -64.1% | +15.8% | -79.9% | -62.0% |
| YTD | -77.2% | +30.5% | -107.7% | -75.9% |
| 1Y | -93.2% | +49.3% | -142.4% | -92.6% |
| All | -93.2% | +53.5% | -146.7% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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