-93.2%
FRMI vs MSTZ
-63.1%
-30.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -9.6% | -1.0% | -12.7% |
| 7D | -39.7% | +0.7% | -40.5% | -39.4% |
| 30D | -55.2% | +16.6% | -71.8% | -52.3% |
| 3M | -71.2% | -74.7% | +3.5% | -76.9% |
| 6M | -64.1% | -43.9% | -20.2% | -58.8% |
| YTD | -77.2% | -84.0% | +6.8% | -78.4% |
| 1Y | -93.2% | -65.1% | -28.1% | -90.5% |
| All | -93.2% | -63.1% | -30.1% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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