-94.4%
FRMI vs MOS
-31.9%
-62.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.5% | -0.8% | +18.4% | +17.6% |
| 7D | -0.5% | +5.5% | -6.0% | -1.2% |
| 30D | -44.3% | +21.0% | -65.3% | -45.7% |
| 3M | -74.6% | -0.5% | -74.1% | -74.1% |
| 6M | -66.3% | +6.6% | -72.9% | -65.8% |
| YTD | -77.4% | -2.8% | -74.6% | -75.8% |
| 1Y | -91.7% | -8.1% | -83.7% | -91.3% |
| All | -94.4% | -31.9% | -62.5% | -95.1% |
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