+19.0%
MSCI vs FRMI
-93.1%
+112.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -10.6% | +16.0% | +5.1% |
| 7D | +11.5% | -39.7% | +51.2% | +10.0% |
| 30D | +22.1% | -55.2% | +77.3% | +19.7% |
| 3M | +18.4% | -71.2% | +89.6% | +15.0% |
| 6M | +16.6% | -64.1% | +80.7% | +13.3% |
| YTD | +18.8% | -77.2% | +96.1% | +15.7% |
| 1Y | +19.0% | -93.2% | +112.1% | +14.1% |
| All | +19.0% | -93.1% | +112.1% | +14.1% |
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