+25.0%
MS vs FRMI
-89.6%
+114.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +26.7% | -25.9% | -0.8% |
| 7D | +5.1% | +66.2% | -61.2% | +1.6% |
| 30D | +5.7% | -17.4% | +23.1% | +6.1% |
| 3M | -12.2% | -60.5% | +48.3% | -8.4% |
| 6M | -0.5% | -56.5% | +56.0% | +2.1% |
| YTD | +9.8% | -67.4% | +77.2% | +13.4% |
| 1Y | +17.7% | -85.1% | +102.8% | +24.3% |
| All | +25.0% | -89.6% | +114.6% | +33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling