-92.8%
MSTU vs FRMI
-79.6%
-13.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.3% | -8.5% | -5.0% |
| 7D | +21.3% | +2.4% | +18.9% | +20.5% |
| 30D | +90.8% | -17.3% | +108.1% | +100.0% |
| 3M | -6.8% | -17.2% | +10.4% | -8.7% |
| 6M | -39.8% | -43.4% | +3.5% | -34.2% |
| YTD | -55.7% | -36.0% | -19.7% | -53.0% |
| All | -92.8% | -79.6% | -13.2% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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