+210.4%
MGY vs FHN
+90.8%
+119.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +3.5% | -1.2% | +4.8% | +4.2% |
| 30D | +5.3% | -4.8% | +10.1% | +7.7% |
| 3M | +2.6% | -0.7% | +3.4% | +2.4% |
| 6M | -3.3% | +10.6% | -13.9% | -9.7% |
| YTD | +29.2% | +4.6% | +24.6% | +23.8% |
| 1Y | +18.0% | +11.4% | +6.7% | +8.4% |
| 3Y | +30.0% | +132.3% | -102.2% | -23.1% |
| 5Y | +92.7% | +90.2% | +2.5% | +10.4% |
| All | +210.4% | +90.8% | +119.6% | +47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling