-48.3%
MUZ vs FHN
-1.6%
-46.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +1.7% | +12.6% | +13.1% |
| 7D | +47.2% | +2.3% | +44.9% | +45.2% |
| 30D | +57.1% | +1.6% | +55.5% | +55.2% |
| 3M | -5.3% | -8.4% | +3.1% | -5.4% |
| All | -48.3% | -1.6% | -46.7% | -50.9% |
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 · Available span rolling