+499.0%
MA vs FHN
+129.4%
+369.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -3.5% | -0.8% | -2.7% | -3.3% |
| 30D | +0.7% | -2.6% | +3.3% | +1.4% |
| 3M | +15.8% | +0.8% | +14.9% | +15.4% |
| 6M | +10.2% | +9.2% | +1.0% | +7.4% |
| YTD | -0.5% | +5.1% | -5.6% | -2.2% |
| 1Y | -1.8% | +12.2% | -14.0% | -5.4% |
| 3Y | +38.7% | +132.4% | -93.7% | +7.8% |
| 5Y | +67.6% | +91.1% | -23.5% | +27.4% |
| All | +499.0% | +129.4% | +369.5% | +278.0% |
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