+15,614.6%
MA vs FHN
+2.6%
+15,612.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | +2.3% | -1.0% | +3.3% | +2.6% |
| 30D | +14.7% | +0.2% | +14.5% | +14.6% |
| 3M | +13.5% | -9.0% | +22.5% | +16.7% |
| 6M | +33.1% | -6.8% | +39.9% | +35.7% |
| YTD | +15.1% | -1.5% | +16.6% | +15.0% |
| 1Y | +18.7% | +10.9% | +7.8% | +14.4% |
| 3Y | +72.1% | +119.4% | -47.3% | +31.1% |
| 5Y | +92.8% | +57.5% | +35.3% | +51.2% |
| 10Y | +571.6% | +114.1% | +457.5% | +332.2% |
| All | +15,614.6% | +2.6% | +15,612.0% | +11,063.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling