+48.6%
MAS vs FHN
+61.6%
-13.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +4.0% | +5.2% |
| 7D | +14.2% | +2.3% | +11.9% | +13.5% |
| 30D | +26.8% | +1.6% | +25.2% | +26.4% |
| 3M | +13.1% | -8.4% | +21.5% | +15.7% |
| 6M | +27.9% | -2.3% | +30.2% | +28.8% |
| YTD | +38.7% | +1.5% | +37.2% | +38.2% |
| 1Y | +40.4% | +15.0% | +25.4% | +35.8% |
| 3Y | +66.1% | +120.9% | -54.8% | +41.4% |
| All | +48.6% | +61.6% | -13.0% | +27.4% |
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 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