-17.4%
MSFU vs FRMI
-89.6%
+72.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +26.7% | -26.3% | -1.9% |
| 7D | -2.8% | +66.2% | -69.0% | -7.5% |
| 30D | -5.3% | -17.4% | +12.1% | -4.2% |
| 3M | +7.2% | -60.5% | +67.7% | +15.6% |
| 6M | +51.0% | -56.5% | +107.5% | +56.3% |
| YTD | -1.2% | -67.4% | +66.1% | +3.8% |
| 1Y | -10.3% | -85.1% | +74.8% | -0.4% |
| All | -17.4% | -89.6% | +72.2% | -6.4% |
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