+157.0%
MKSI vs FHN
+13.2%
+143.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +1.8% | +1.2% | +0.6% | +1.1% |
| 30D | -16.8% | -4.7% | -12.1% | -14.3% |
| 3M | -21.1% | +3.5% | -24.6% | -22.6% |
| 6M | +10.8% | +7.8% | +3.0% | +5.8% |
| YTD | +63.3% | +5.9% | +57.5% | +56.5% |
| 1Y | +157.0% | +12.5% | +144.5% | +145.8% |
| All | +157.0% | +13.2% | +143.8% | +145.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling