-94.0%
MSTU vs FRMI
-78.1%
-15.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.5% | +2.9% |
| 7D | -16.6% | +7.4% | -24.0% | -19.0% |
| 30D | +69.7% | -27.6% | +97.3% | +87.1% |
| 3M | -7.5% | -20.9% | +13.4% | -7.0% |
| 6M | -43.1% | -36.6% | -6.5% | -40.6% |
| YTD | -63.0% | -31.3% | -31.8% | -61.9% |
| All | -94.0% | -78.1% | -15.9% | -93.8% |
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