+12.5%
MTSI vs FHN
+7.5%
+5.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.5% | +3.5% |
| 7D | +1.4% | +1.2% | +0.2% | +0.8% |
| 30D | +2.1% | -4.7% | +6.8% | +4.5% |
| 3M | -29.7% | +3.5% | -33.3% | -32.0% |
| 6M | +12.5% | +7.8% | +4.7% | -0.4% |
| All | +12.5% | +7.5% | +5.0% | -0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling