-24.3%
MSFU vs FRMI
-77.3%
+53.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +11.5% | -13.8% | -3.4% |
| 7D | -3.2% | +23.3% | -26.5% | -5.2% |
| 30D | -3.1% | -7.6% | +4.5% | -3.1% |
| 3M | +35.3% | +0.2% | +35.1% | +31.4% |
| 6M | +31.6% | -28.7% | +60.3% | +30.3% |
| YTD | -9.5% | -28.6% | +19.1% | -10.7% |
| All | -24.3% | -77.3% | +53.0% | -19.5% |
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 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