+83.4%
MTSI vs FRMI
-89.6%
+173.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +26.7% | -32.3% | -9.9% |
| 7D | +10.0% | +66.2% | -56.3% | -0.2% |
| 30D | -20.3% | -17.4% | -2.9% | -19.5% |
| 3M | -24.4% | -60.5% | +36.0% | -15.8% |
| 6M | -39.2% | -56.5% | +17.3% | -33.8% |
| YTD | +35.5% | -67.4% | +102.9% | +50.9% |
| 1Y | +43.0% | -85.1% | +128.1% | +70.0% |
| All | +83.4% | -89.6% | +173.0% | +119.8% |
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 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