+47.0%
MTSI vs FRMI
-92.4%
+139.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +17.5% | -7.2% | +6.7% |
| 7D | +7.2% | -0.5% | +7.7% | +7.5% |
| 30D | -18.4% | -44.3% | +25.9% | -10.2% |
| 3M | -16.7% | -74.6% | +57.9% | +3.5% |
| 6M | -31.7% | -66.3% | +34.6% | -19.6% |
| YTD | +45.9% | -77.4% | +123.3% | +79.0% |
| 1Y | +47.0% | -91.7% | +138.7% | +111.6% |
| All | +47.0% | -92.4% | +139.4% | +111.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling