-61.5%
MUZ vs FHN
+2.7%
-64.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.1% | -12.4% | -12.5% |
| 7D | -17.7% | +1.2% | -18.9% | -17.2% |
| 30D | -29.4% | -4.7% | -24.7% | -28.2% |
| All | -61.5% | +2.7% | -64.2% | -62.8% |
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 · Available span rolling