-93.7%
MSTU vs FHN
+13.3%
-107.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.1% | -5.2% |
| 7D | +12.9% | 0.0% | +12.9% | +13.3% |
| 30D | +68.3% | -2.6% | +70.9% | +69.4% |
| 3M | +0.4% | 0.0% | +0.3% | -3.1% |
| 6M | -41.5% | +9.2% | -50.8% | -48.2% |
| YTD | -61.7% | +4.3% | -66.1% | -63.8% |
| 1Y | -93.7% | +10.8% | -104.4% | -94.3% |
| All | -93.7% | +13.3% | -107.0% | -94.3% |
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