+1,587.6%
MAS vs FHN
+1,690.1%
-102.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +2.0% | -1.0% | +2.9% | +2.4% |
| 30D | +19.4% | +0.2% | +19.2% | +19.4% |
| 3M | +9.4% | -9.0% | +18.4% | +13.2% |
| 6M | +15.3% | -6.8% | +22.2% | +18.4% |
| YTD | +31.3% | -1.5% | +32.8% | +32.0% |
| 1Y | +34.9% | +10.9% | +23.9% | +29.9% |
| 3Y | +58.6% | +119.4% | -60.8% | +16.9% |
| 5Y | +40.7% | +57.5% | -16.8% | +7.7% |
| 10Y | +220.4% | +114.1% | +106.3% | +94.2% |
| All | +1,587.6% | +1,690.1% | -102.5% | +524.5% |
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