-37.1%
MTSI vs FRMI
-67.3%
+30.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.7% | +3.3% | +7.5% |
| 7D | +3.5% | -24.7% | +28.2% | +10.7% |
| 30D | -30.3% | -51.6% | +21.3% | -18.4% |
| 3M | -26.0% | -73.1% | +47.1% | -3.3% |
| All | -37.1% | -67.3% | +30.2% | -18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling