-85.6%
MSTU vs FHN
+66.1%
-151.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.0% |
| 7D | +21.3% | +1.2% | +20.2% | +19.7% |
| 30D | +90.8% | -4.7% | +95.5% | +101.8% |
| 3M | -6.8% | +3.5% | -10.3% | -16.8% |
| 6M | -39.8% | +7.8% | -47.6% | -49.4% |
| YTD | -55.7% | +5.9% | -61.6% | -61.6% |
| 1Y | -92.7% | +12.5% | -105.1% | -94.6% |
| All | -85.6% | +66.1% | -151.7% | -94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling