+19.0%
MS vs FRMI
-93.8%
+112.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.2% | -0.7% |
| 7D | -1.6% | -39.8% | +38.3% | +1.2% |
| 30D | -3.8% | -60.5% | +56.7% | +1.0% |
| 3M | -14.6% | -74.6% | +60.0% | -8.4% |
| 6M | -5.1% | -71.8% | +66.7% | +0.2% |
| YTD | +4.5% | -80.4% | +84.9% | +11.6% |
| 1Y | +13.5% | -93.9% | +107.4% | +25.1% |
| All | +19.0% | -93.8% | +112.7% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling