-93.4%
MSTU vs FRMI
-77.3%
-16.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +11.5% | -20.2% | -12.4% |
| 7D | +16.1% | +23.3% | -7.2% | +7.5% |
| 30D | +68.7% | -7.6% | +76.3% | +69.3% |
| 3M | -11.0% | +0.2% | -11.2% | -19.4% |
| 6M | -33.4% | -28.7% | -4.7% | -33.6% |
| YTD | -59.5% | -28.6% | -30.9% | -58.8% |
| All | -93.4% | -77.3% | -16.1% | -93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling