+26.8%
MAR vs FRMI
-78.6%
+105.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.8% |
| 7D | -2.1% | +10.9% | -13.0% | -2.0% |
| 30D | -5.7% | -24.3% | +18.6% | -5.9% |
| 3M | -14.6% | -21.8% | +7.1% | -14.6% |
| 6M | +1.3% | -33.0% | +34.4% | +1.4% |
| YTD | +6.7% | -32.6% | +39.3% | +7.6% |
| All | +26.8% | -78.6% | +105.4% | +17.8% |
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