-99.1%
MSTZ vs FHN
+57.8%
-157.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.4% | +5.7% |
| 7D | +30.8% | +2.1% | +28.6% | +34.8% |
| 30D | +41.2% | +3.8% | +37.4% | +50.8% |
| 3M | -60.9% | -8.9% | -52.0% | -66.4% |
| 6M | -15.7% | +1.8% | -17.5% | -13.5% |
| YTD | -75.2% | +0.6% | -75.8% | -73.3% |
| 1Y | -59.8% | +12.9% | -72.7% | -48.0% |
| All | -99.1% | +57.8% | -157.0% | -96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling