+19.4%
MKSI vs FRMI
-33.2%
+52.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | 0.0% | +1.7% |
| 7D | +2.7% | +7.4% | -4.7% | +1.1% |
| 30D | -12.8% | -27.6% | +14.8% | -7.6% |
| 3M | -22.5% | -20.9% | -1.7% | -19.7% |
| 6M | +19.4% | -36.6% | +56.0% | +45.3% |
| All | +19.4% | -33.2% | +52.6% | +45.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling