+17.0%
MA vs FRMI
-90.8%
+107.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +13.8% | -15.0% | -0.8% |
| 7D | -0.5% | +34.6% | -35.1% | +0.4% |
| 30D | +7.9% | -44.6% | +52.5% | +6.4% |
| 3M | +16.8% | -72.9% | +89.7% | +13.0% |
| 6M | +31.0% | -62.3% | +93.3% | +28.5% |
| YTD | +15.0% | -74.3% | +89.3% | +12.6% |
| 1Y | +17.0% | -90.5% | +107.6% | +10.2% |
| All | +17.0% | -90.8% | +107.8% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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