-3.5%
MSFU vs FRMI
-93.1%
+89.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -10.6% | +24.0% | +14.5% |
| 7D | +8.2% | -39.7% | +47.9% | +13.7% |
| 30D | +10.2% | -55.2% | +65.4% | +18.8% |
| 3M | +22.9% | -71.2% | +94.0% | +37.4% |
| 6M | +63.2% | -64.1% | +127.3% | +71.0% |
| YTD | +11.7% | -77.2% | +89.0% | +22.6% |
| 1Y | -3.5% | -93.2% | +89.7% | +25.5% |
| All | -3.5% | -93.1% | +89.6% | +25.5% |
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