+2.2%
MSI vs FRMI
-77.3%
+79.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.5% | -12.6% | -1.2% |
| 7D | -5.8% | +23.3% | -29.1% | -5.9% |
| 30D | -1.0% | -7.6% | +6.6% | -0.9% |
| 3M | +14.2% | +0.2% | +14.0% | +13.6% |
| 6M | +1.0% | -28.7% | +29.8% | +1.0% |
| YTD | +21.5% | -28.6% | +50.1% | +21.5% |
| All | +2.2% | -77.3% | +79.5% | +1.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling