+61.7%
MTSI vs FHN
+14.6%
+47.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.4% |
| 7D | -10.7% | +2.3% | -12.9% | -11.2% |
| 30D | -29.0% | +1.6% | -30.6% | -29.3% |
| 3M | -14.7% | -8.4% | -6.3% | -12.1% |
| 6M | -20.1% | -2.3% | -17.8% | -20.0% |
| YTD | +36.1% | +1.5% | +34.6% | +31.1% |
| 1Y | +61.7% | +15.0% | +46.7% | +48.6% |
| All | +61.7% | +14.6% | +47.2% | +48.6% |
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