+13,824.2%
MA vs FHN
+10.3%
+13,813.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.7% | +1.2% | -3.9% | -3.0% |
| 30D | +1.5% | -4.7% | +6.2% | +2.9% |
| 3M | +20.4% | +3.5% | +16.9% | +19.0% |
| 6M | +11.1% | +7.8% | +3.3% | +8.3% |
| YTD | +2.0% | +5.9% | -3.9% | -0.3% |
| 1Y | -2.2% | +12.5% | -14.6% | -6.4% |
| 3Y | +41.9% | +117.2% | -75.3% | +8.1% |
| 5Y | +75.4% | +86.5% | -11.2% | +30.1% |
| 10Y | +527.5% | +125.7% | +401.8% | +297.3% |
| All | +13,824.2% | +10.3% | +13,813.9% | +9,578.6% |
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 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