+514.9%
MTSI vs FHN
+125.4%
+389.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.5% | +3.5% |
| 7D | +1.4% | +1.2% | +0.2% | +0.9% |
| 30D | +2.1% | -4.7% | +6.8% | +4.0% |
| 3M | -29.7% | +3.5% | -33.3% | -30.8% |
| 6M | +12.5% | +7.8% | +4.7% | +9.1% |
| YTD | +57.0% | +5.9% | +51.1% | +52.8% |
| 1Y | +103.9% | +12.5% | +91.4% | +92.8% |
| 3Y | +223.6% | +117.2% | +106.4% | +135.8% |
| 5Y | +321.6% | +86.5% | +235.0% | +197.5% |
| All | +514.9% | +125.4% | +389.4% | +259.4% |
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