-99.3%
MSTZ vs FHN
+57.8%
-157.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +8.2% |
| 7D | +4.3% | -0.5% | +4.7% | +4.1% |
| 30D | +30.2% | +1.9% | +28.2% | +35.4% |
| 3M | -66.9% | -6.9% | -60.0% | -70.5% |
| 6M | -26.3% | -3.1% | -23.3% | -30.6% |
| YTD | -80.1% | +0.6% | -80.7% | -78.6% |
| 1Y | -57.5% | +12.4% | -69.8% | -45.4% |
| All | -99.3% | +57.8% | -157.1% | -97.0% |
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