+1,620.6%
MAS vs FHN
+1,696.3%
-75.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -2.5% |
| 7D | +4.6% | -2.3% | +6.8% | +5.5% |
| 30D | +19.9% | -0.9% | +20.8% | +20.4% |
| 3M | +8.9% | -11.0% | +19.9% | +13.6% |
| 6M | +20.2% | -5.4% | +25.6% | +22.7% |
| YTD | +33.9% | -1.2% | +35.1% | +34.4% |
| 1Y | +34.7% | +10.5% | +24.2% | +29.9% |
| 3Y | +60.4% | +115.1% | -54.7% | +19.0% |
| 5Y | +43.5% | +58.1% | -14.6% | +9.7% |
| 10Y | +226.7% | +114.9% | +111.8% | +97.7% |
| All | +1,620.6% | +1,696.3% | -75.7% | +535.9% |
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 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