-67.6%
FRMI vs MUZ
-42.6%
-25.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +14.2% | -24.8% | -6.4% |
| 7D | -39.7% | +47.2% | -86.9% | -31.5% |
| 30D | -55.2% | +57.1% | -112.3% | -47.3% |
| 3M | -71.2% | -5.3% | -65.9% | -69.3% |
| All | -67.6% | -42.6% | -25.0% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 MUZ 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 · Available span rolling