+27.9%
MAS vs FHN
-2.5%
+30.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +4.0% | +4.3% |
| 7D | +14.2% | +2.3% | +11.9% | +12.3% |
| 30D | +26.8% | +1.6% | +25.2% | +25.2% |
| 3M | +13.1% | -8.4% | +21.5% | +20.2% |
| 6M | +27.9% | -2.3% | +30.2% | +28.6% |
| All | +27.9% | -2.5% | +30.4% | +28.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling