+26.7%
MAR vs FRMI
-77.3%
+104.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +11.5% | -13.8% | -2.2% |
| 7D | -1.7% | +23.3% | -25.0% | -1.5% |
| 30D | -6.9% | -7.6% | +0.7% | -6.9% |
| 3M | -15.8% | +0.2% | -16.0% | -15.5% |
| 6M | +1.9% | -28.7% | +30.7% | +2.1% |
| YTD | +6.6% | -28.6% | +35.2% | +7.6% |
| All | +26.7% | -77.3% | +104.0% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling