-92.7%
MSTU vs FHN
+13.2%
-105.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | +21.3% | +1.2% | +20.2% | +20.7% |
| 30D | +90.8% | -4.7% | +95.5% | +95.8% |
| 3M | -6.8% | +3.5% | -10.3% | -12.8% |
| 6M | -39.8% | +7.8% | -47.6% | -45.6% |
| YTD | -55.7% | +5.9% | -61.6% | -58.3% |
| 1Y | -92.7% | +12.5% | -105.1% | -93.3% |
| All | -92.7% | +13.2% | -105.8% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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