-92.0%
FRMI vs MOS
-34.5%
-57.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +0.7% | +26.0% | +26.6% |
| 7D | +66.2% | -2.0% | +68.2% | +66.3% |
| 30D | -17.4% | +15.3% | -32.7% | -19.2% |
| 3M | -60.5% | +1.5% | -61.9% | -59.9% |
| 6M | -56.5% | -2.0% | -54.5% | -55.6% |
| YTD | -67.4% | -6.5% | -60.9% | -65.1% |
| 1Y | -85.1% | -11.1% | -74.0% | -84.3% |
| All | -92.0% | -34.5% | -57.4% | -92.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling