-65.1%
MSTZ vs FHN
+14.6%
-79.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.7% | -11.2% | -8.6% |
| 7D | +0.7% | +2.3% | -1.5% | +2.1% |
| 30D | +16.6% | +1.6% | +15.0% | +18.2% |
| 3M | -74.7% | -8.4% | -66.3% | -75.9% |
| 6M | -43.9% | -2.3% | -41.6% | -42.9% |
| YTD | -84.0% | +1.5% | -85.5% | -83.0% |
| 1Y | -65.1% | +15.0% | -80.1% | -64.2% |
| All | -65.1% | +14.6% | -79.7% | -64.2% |
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