+1.6%
MSFT vs FRMI
-89.6%
+91.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +26.7% | -26.5% | -1.0% |
| 7D | -1.3% | +66.2% | -67.5% | -3.8% |
| 30D | -1.8% | -17.4% | +15.6% | -1.3% |
| 3M | +5.6% | -60.5% | +66.1% | +9.8% |
| 6M | +29.8% | -56.5% | +86.3% | +32.2% |
| YTD | +9.0% | -67.4% | +76.4% | +11.8% |
| 1Y | +4.9% | -85.1% | +90.0% | +10.6% |
| All | +1.6% | -89.6% | +91.2% | +8.3% |
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