+512.7%
MTSI vs FHN
+90.7%
+422.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.1% | +10.5% | +10.4% |
| 7D | +7.2% | -0.9% | +8.1% | +7.8% |
| 30D | -18.4% | +2.0% | -20.5% | -19.1% |
| 3M | -16.7% | -6.8% | -9.9% | -14.3% |
| 6M | -31.7% | -0.8% | -30.9% | -31.7% |
| YTD | +45.9% | +0.6% | +45.3% | +44.7% |
| 1Y | +47.0% | +11.5% | +35.5% | +39.9% |
| 3Y | +224.1% | +130.0% | +94.1% | +132.2% |
| 5Y | +238.5% | +60.8% | +177.7% | +155.3% |
| 10Y | +512.7% | +84.0% | +428.7% | +313.8% |
| All | +512.7% | +90.7% | +422.0% | +313.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling