+218.0%
MTSI vs FHN
+60.9%
+157.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.6% |
| 7D | -3.8% | +0.9% | -4.7% | -3.9% |
| 30D | -31.4% | +2.1% | -33.5% | -31.8% |
| 3M | -23.8% | -6.0% | -17.8% | -22.2% |
| 6M | -37.1% | -2.9% | -34.1% | -36.6% |
| YTD | +32.2% | +0.7% | +31.5% | +31.3% |
| 1Y | +26.9% | +11.0% | +15.9% | +22.3% |
| 3Y | +193.7% | +130.3% | +63.5% | +138.3% |
| 5Y | +218.0% | +61.3% | +156.8% | +172.5% |
| All | +218.0% | +60.9% | +157.1% | +172.5% |
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