-95.2%
FRMI vs MOS
-33.2%
-62.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -39.8% | +21.6% | -61.4% | -41.6% |
| 30D | -60.5% | +12.0% | -72.4% | -60.8% |
| 3M | -74.6% | -3.9% | -70.8% | -74.0% |
| 6M | -71.8% | -3.3% | -68.4% | -71.1% |
| YTD | -80.4% | -4.6% | -75.7% | -79.0% |
| 1Y | -93.9% | -7.0% | -86.9% | -93.5% |
| All | -95.2% | -33.2% | -62.0% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling