-87.2%
MSTU vs FHN
+14.6%
-101.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.7% | +8.7% | +9.4% |
| 7D | -4.8% | +2.3% | -7.1% | -5.9% |
| 30D | -29.6% | +1.6% | -31.2% | -30.1% |
| 3M | +69.4% | -8.4% | +77.8% | +76.5% |
| 6M | -62.2% | -2.3% | -60.0% | -63.5% |
| YTD | -61.1% | +1.5% | -62.5% | -62.0% |
| 1Y | -87.2% | +15.0% | -102.2% | -86.9% |
| All | -87.2% | +14.6% | -101.7% | -86.9% |
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