-30.7%
MUZ vs FHN
-4.1%
-26.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +33.9% | -2.6% | +36.5% | +34.1% |
| 7D | +79.0% | -2.3% | +81.3% | +78.3% |
| 30D | +104.4% | -0.9% | +105.3% | +102.1% |
| 3M | +27.0% | -11.0% | +38.0% | +27.2% |
| All | -30.7% | -4.1% | -26.6% | -34.1% |
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 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