+206.9%
MTSI vs FHN
+61.2%
+145.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.7% |
| 7D | +10.0% | +2.1% | +7.9% | +9.3% |
| 30D | -20.3% | +3.8% | -24.1% | -21.2% |
| 3M | -24.4% | -8.9% | -15.5% | -22.2% |
| 6M | -39.2% | +1.8% | -41.0% | -39.6% |
| YTD | +35.5% | +0.6% | +34.9% | +34.6% |
| 1Y | +43.0% | +12.9% | +30.1% | +37.0% |
| 3Y | +196.3% | +126.4% | +69.9% | +141.1% |
| All | +206.9% | +61.2% | +145.7% | +161.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling