+1.6%
MSI vs FRMI
-78.0%
+79.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.6% |
| 7D | -4.0% | +15.9% | -19.9% | -4.1% |
| 30D | -0.5% | -6.0% | +5.5% | -0.4% |
| 3M | +11.4% | -1.6% | +13.0% | +10.9% |
| 6M | +1.0% | -30.7% | +31.7% | +0.9% |
| YTD | +20.7% | -30.9% | +51.5% | +20.7% |
| All | +1.6% | -78.0% | +79.5% | +0.8% |
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