-84.3%
FRMI vs MUB
+0.7%
-85.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.2% |
| 7D | +2.4% | -0.9% | +3.3% | +8.1% |
| 30D | -17.3% | -1.4% | -15.9% | -9.5% |
| 3M | -17.2% | -2.2% | -15.0% | -5.6% |
| 6M | -43.4% | -1.9% | -41.5% | -33.9% |
| YTD | -36.0% | -0.8% | -35.2% | -31.0% |
| All | -84.3% | +0.7% | -85.0% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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