-55.5%
MSTZ vs FHN
+12.0%
-67.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.1% | +7.5% | +7.7% |
| 7D | +21.1% | +0.9% | +20.2% | +21.9% |
| 30D | +40.1% | +2.1% | +38.0% | +42.2% |
| 3M | -66.1% | -6.0% | -60.1% | -66.8% |
| 6M | -20.7% | -2.9% | -17.8% | -19.6% |
| YTD | -78.6% | +0.7% | -79.3% | -77.7% |
| 1Y | -55.5% | +11.0% | -66.5% | -56.9% |
| All | -55.5% | +12.0% | -67.5% | -56.9% |
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