-45.5%
MUZ vs FHN
-2.4%
-43.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +2.1% | -14.9% | -12.5% |
| 7D | +14.0% | -0.5% | +14.4% | +14.1% |
| 30D | +57.6% | +1.9% | +55.6% | +56.2% |
| 3M | -3.1% | -6.9% | +3.9% | -4.2% |
| All | -45.5% | -2.4% | -43.1% | -48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling