+15.7%
MA vs FRMI
-93.9%
+109.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.2% | +7.7% | +0.2% |
| 7D | +1.8% | -24.3% | +26.1% | +1.0% |
| 30D | +11.8% | -55.1% | +66.9% | +9.3% |
| 3M | +17.2% | -73.8% | +91.0% | +12.8% |
| 6M | +33.4% | -70.6% | +103.9% | +29.7% |
| YTD | +16.1% | -80.8% | +96.9% | +12.3% |
| 1Y | +19.9% | -93.9% | +113.8% | +10.9% |
| All | +15.7% | -93.9% | +109.6% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling