+18.7%
MSCI vs FRMI
-93.4%
+112.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | +0.9% |
| 7D | +1.5% | -24.7% | +26.2% | +1.1% |
| 30D | +14.4% | -51.6% | +66.0% | +13.4% |
| 3M | +15.2% | -73.1% | +88.3% | +13.6% |
| 6M | +11.2% | -68.3% | +79.5% | +8.9% |
| YTD | +13.9% | -79.3% | +93.2% | +12.0% |
| 1Y | +12.5% | -93.2% | +105.7% | +16.1% |
| All | +18.7% | -93.4% | +112.1% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling