-83.4%
FRMI vs MSTZ
-8.5%
-74.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.6% | -9.1% | -1.3% |
| 7D | +10.9% | +24.8% | -13.9% | +15.8% |
| 30D | -24.3% | -59.2% | +34.9% | -34.4% |
| 3M | -21.8% | -56.9% | +35.1% | -27.5% |
| 6M | -33.0% | -57.6% | +24.5% | -32.5% |
| YTD | -32.6% | -73.6% | +41.0% | -32.3% |
| All | -83.4% | -8.5% | -74.9% | -86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling