-86.8%
MSTU vs FHN
+64.3%
-151.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.1% | -7.6% | -7.0% |
| 7D | +16.1% | +2.7% | +13.5% | +12.3% |
| 30D | +68.7% | -3.1% | +71.8% | +73.8% |
| 3M | -11.0% | +2.3% | -13.3% | -19.1% |
| 6M | -33.4% | +9.7% | -43.1% | -45.8% |
| YTD | -59.5% | +4.7% | -64.2% | -64.3% |
| 1Y | -93.4% | +13.8% | -107.1% | -95.2% |
| All | -86.8% | +64.3% | -151.2% | -95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling