-94.2%
MSTU vs FRMI
-78.6%
-15.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.5% | -4.3% | -6.0% |
| 7D | -22.0% | +10.9% | -32.9% | -25.2% |
| 30D | +60.3% | -24.3% | +84.6% | +73.8% |
| 3M | -3.7% | -21.8% | +18.1% | -2.9% |
| 6M | -45.2% | -33.0% | -12.1% | -44.1% |
| YTD | -64.3% | -32.6% | -31.7% | -63.0% |
| All | -94.2% | -78.6% | -15.6% | -94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling