+471.4%
MTSI vs FHN
+106.3%
+365.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.1% | +6.9% | +8.2% |
| 7D | +3.5% | -0.5% | +4.0% | +3.9% |
| 30D | -30.3% | +1.9% | -32.3% | -30.8% |
| 3M | -26.0% | -6.9% | -19.1% | -23.9% |
| 6M | -36.1% | -3.1% | -33.0% | -35.5% |
| YTD | +34.3% | +0.6% | +33.7% | +33.2% |
| 1Y | +35.3% | +12.4% | +22.9% | +28.5% |
| 3Y | +217.6% | +133.7% | +83.9% | +126.5% |
| 5Y | +210.1% | +61.4% | +148.7% | +133.7% |
| 10Y | +471.4% | +97.9% | +373.6% | +350.3% |
| All | +471.4% | +106.3% | +365.2% | +350.3% |
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