+1.2%
MSCI vs FRMI
-77.3%
+78.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +11.5% | -15.3% | -3.6% |
| 7D | -2.1% | +23.3% | -25.4% | -1.9% |
| 30D | -1.7% | -7.6% | +5.9% | -1.8% |
| 3M | -8.2% | +0.2% | -8.4% | -8.8% |
| 6M | -2.4% | -28.7% | +26.3% | -2.6% |
| YTD | -2.8% | -28.6% | +25.8% | -3.2% |
| All | +1.2% | -77.3% | +78.5% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling