+30.7%
MNST vs FRMI
-87.9%
+118.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +26.7% | -24.7% | +2.1% |
| 7D | +1.6% | +66.2% | -64.6% | +2.0% |
| 30D | +5.1% | -17.4% | +22.5% | +4.9% |
| 3M | -0.5% | -60.5% | +60.0% | -0.8% |
| 6M | +8.1% | -56.5% | +64.6% | +7.4% |
| YTD | +21.2% | -67.4% | +88.6% | +20.1% |
| 1Y | +30.7% | -85.1% | +115.8% | +27.3% |
| All | +30.7% | -87.9% | +118.7% | +27.3% |
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 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