+47.0%
MTSI vs FHN
+10.5%
+36.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.1% | +10.5% | +10.4% |
| 7D | +7.2% | -0.9% | +8.1% | +7.7% |
| 30D | -18.4% | +2.0% | -20.5% | -18.8% |
| 3M | -16.7% | -6.8% | -9.9% | -14.3% |
| 6M | -31.7% | -0.8% | -30.9% | -31.8% |
| YTD | +45.9% | +0.6% | +45.3% | +40.9% |
| 1Y | +47.0% | +11.5% | +35.5% | +37.9% |
| All | +47.0% | +10.5% | +36.5% | +37.9% |
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