+554.8%
MA vs FHN
+106.3%
+448.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.7% | -0.1% |
| 7D | -0.3% | -0.5% | +0.1% | -0.2% |
| 30D | +11.3% | +1.9% | +9.4% | +10.8% |
| 3M | +16.7% | -6.9% | +23.6% | +18.8% |
| 6M | +32.8% | -3.1% | +35.8% | +33.6% |
| YTD | +15.6% | +0.6% | +15.0% | +15.0% |
| 1Y | +19.6% | +12.4% | +7.2% | +15.4% |
| 3Y | +72.1% | +133.7% | -61.6% | +33.8% |
| 5Y | +96.0% | +61.4% | +34.7% | +57.7% |
| 10Y | +554.8% | +97.9% | +456.9% | +370.6% |
| All | +554.8% | +106.3% | +448.5% | +370.6% |
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 · 6 months rolling