-82.4%
FRMI vs MOS
-21.4%
-61.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +2.6% | +8.9% | +11.0% |
| 7D | +23.3% | +7.1% | +16.3% | +21.9% |
| 30D | -7.6% | +15.0% | -22.7% | -9.9% |
| 3M | +0.2% | +24.1% | -23.9% | -3.2% |
| 6M | -28.7% | +2.7% | -31.4% | -30.4% |
| YTD | -28.6% | +12.2% | -40.8% | -26.9% |
| All | -82.4% | -21.4% | -61.0% | -85.1% |
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 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