-99.2%
MSTZ vs FHN
+66.1%
-165.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.5% |
| 7D | -29.7% | +1.2% | -30.9% | -27.7% |
| 30D | -65.3% | -4.7% | -60.6% | -68.4% |
| 3M | -57.3% | +3.5% | -60.9% | -56.2% |
| 6M | -61.6% | +7.8% | -69.5% | -56.3% |
| YTD | -78.3% | +5.9% | -84.2% | -75.0% |
| 1Y | -30.2% | +12.5% | -42.7% | -10.4% |
| All | -99.2% | +66.1% | -165.4% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling