+27.8%
MNST vs FRMI
-78.6%
+106.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.6% |
| 7D | -2.2% | +10.9% | -13.2% | -2.2% |
| 30D | -5.4% | -24.3% | +18.9% | -5.5% |
| 3M | -5.5% | -21.8% | +16.3% | -5.6% |
| 6M | +12.4% | -33.0% | +45.4% | +11.7% |
| YTD | +12.4% | -32.6% | +45.0% | +12.0% |
| All | +27.8% | -78.6% | +106.4% | +24.8% |
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 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