+43.5%
MAS vs FHN
+57.4%
-13.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -2.8% |
| 7D | +4.6% | -2.3% | +6.8% | +5.2% |
| 30D | +19.9% | -0.9% | +20.8% | +20.3% |
| 3M | +8.9% | -11.0% | +19.9% | +12.3% |
| 6M | +20.2% | -5.4% | +25.6% | +22.0% |
| YTD | +33.9% | -1.2% | +35.1% | +34.4% |
| 1Y | +34.7% | +10.5% | +24.2% | +31.6% |
| 3Y | +60.4% | +115.1% | -54.7% | +37.5% |
| 5Y | +43.5% | +58.1% | -14.6% | +23.9% |
| All | +43.5% | +57.4% | -13.9% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling