+451.3%
MTSI vs FHN
+109.0%
+342.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.3% | +11.2% | +11.0% |
| 7D | -10.0% | -1.0% | -9.0% | -9.5% |
| 30D | -37.2% | +0.2% | -37.4% | -37.3% |
| 3M | -30.1% | -9.0% | -21.1% | -27.4% |
| 6M | -31.9% | -6.8% | -25.1% | -30.3% |
| YTD | +23.2% | -1.5% | +24.7% | +23.2% |
| 1Y | +26.4% | +10.9% | +15.4% | +20.6% |
| 3Y | +186.2% | +119.4% | +66.8% | +108.5% |
| 5Y | +187.0% | +57.5% | +129.5% | +117.9% |
| All | +451.3% | +109.0% | +342.3% | +273.3% |
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