+66.7%
MTSI vs FRMI
-93.8%
+160.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.6% | +8.2% | +10.4% |
| 7D | -10.0% | -39.8% | +29.9% | -2.4% |
| 30D | -37.2% | -60.5% | +23.3% | -27.8% |
| 3M | -30.1% | -74.6% | +44.6% | -15.0% |
| 6M | -31.9% | -71.8% | +39.9% | -19.0% |
| YTD | +23.2% | -80.4% | +103.6% | +51.3% |
| 1Y | +26.4% | -93.9% | +120.3% | +67.8% |
| All | +66.7% | -93.8% | +160.5% | +120.4% |
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 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