-82.4%
FRMI vs MSTZ
-18.6%
-63.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +8.2% | +3.3% | +13.1% |
| 7D | +23.3% | -25.4% | +48.7% | +17.9% |
| 30D | -7.6% | -60.9% | +53.3% | -20.5% |
| 3M | +0.2% | -54.2% | +54.4% | -5.0% |
| 6M | -28.7% | -65.0% | +36.3% | -31.0% |
| YTD | -28.6% | -76.5% | +47.9% | -30.0% |
| All | -82.4% | -18.6% | -63.9% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling