+42.7%
MKSI vs FRMI
-93.1%
+135.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -10.6% | +5.6% | -2.9% |
| 7D | -10.7% | -39.7% | +29.1% | -1.9% |
| 30D | -30.5% | -55.2% | +24.7% | -19.8% |
| 3M | -39.2% | -71.2% | +32.0% | -24.6% |
| 6M | -33.0% | -64.1% | +31.1% | -20.4% |
| YTD | +22.3% | -77.2% | +99.6% | +52.3% |
| 1Y | +42.7% | -93.2% | +135.8% | +117.6% |
| All | +42.7% | -93.1% | +135.8% | +117.6% |
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