-99.3%
MSTZ vs FHN
+54.5%
-153.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.2% |
| 7D | -1.2% | -1.0% | -0.2% | -2.1% |
| 30D | +22.2% | +0.2% | +22.0% | +23.9% |
| 3M | -70.4% | -9.0% | -61.4% | -74.5% |
| 6M | -31.0% | -6.8% | -24.2% | -38.6% |
| YTD | -81.0% | -1.5% | -79.5% | -80.2% |
| 1Y | -61.2% | +10.9% | -72.1% | -50.8% |
| All | -99.3% | +54.5% | -153.9% | -97.2% |
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 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