-84.3%
FRMI vs MOS
-23.4%
-60.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.4% | +3.9% | +5.1% |
| 7D | +2.4% | +9.5% | -7.1% | +0.8% |
| 30D | -17.3% | +10.4% | -27.7% | -18.8% |
| 3M | -17.2% | +12.9% | -30.0% | -18.6% |
| 6M | -43.4% | +1.2% | -44.6% | -44.4% |
| YTD | -36.0% | +9.3% | -45.3% | -34.2% |
| All | -84.3% | -23.4% | -60.8% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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