-83.1%
FRMI vs MSTZ
-11.9%
-71.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.8% | +5.8% | +1.3% |
| 7D | +7.4% | +17.0% | -9.6% | +10.8% |
| 30D | -27.6% | -61.8% | +34.2% | -38.1% |
| 3M | -20.9% | -54.6% | +33.7% | -25.6% |
| 6M | -36.6% | -59.3% | +22.7% | -36.5% |
| YTD | -31.3% | -74.6% | +43.3% | -31.5% |
| All | -83.1% | -11.9% | -71.2% | -86.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling