+17.6%
MSI vs FRMI
-89.6%
+107.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +26.7% | -26.5% | +0.1% |
| 7D | +3.2% | +66.2% | -63.0% | +3.1% |
| 30D | +17.6% | -17.4% | +35.0% | +17.7% |
| 3M | +14.5% | -60.5% | +75.0% | +15.2% |
| 6M | +34.3% | -56.5% | +90.8% | +34.3% |
| YTD | +39.7% | -67.4% | +107.1% | +40.4% |
| 1Y | +40.2% | -85.1% | +125.3% | +40.4% |
| All | +17.6% | -89.6% | +107.2% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling