+140.2%
MAS vs FHN
+125.4%
+14.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -0.8% | +1.2% | -1.9% | -1.1% |
| 30D | -5.6% | -4.7% | -0.9% | -4.3% |
| 3M | +4.4% | +3.5% | +0.9% | +3.4% |
| 6M | +7.2% | +7.8% | -0.6% | +5.0% |
| YTD | +16.1% | +5.9% | +10.2% | +14.2% |
| 1Y | +0.1% | +12.5% | -12.4% | -3.6% |
| 3Y | +28.3% | +117.2% | -88.9% | +1.5% |
| 5Y | +30.5% | +86.5% | -56.1% | +0.7% |
| All | +140.2% | +125.4% | +14.7% | +58.7% |
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