-4.2%
MSFT vs FRMI
-77.3%
+73.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.5% | -12.7% | -1.7% |
| 7D | -1.4% | +23.3% | -24.7% | -2.5% |
| 30D | -1.0% | -7.6% | +6.6% | -1.0% |
| 3M | +20.2% | +0.2% | +20.0% | +18.5% |
| 6M | +21.3% | -28.7% | +50.0% | +20.7% |
| YTD | +2.8% | -28.6% | +31.4% | +2.1% |
| All | -4.2% | -77.3% | +73.1% | -1.1% |
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 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