+84.3%
MKSI vs FHN
+88.4%
-4.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | +2.7% | -1.2% | +3.9% | +3.2% |
| 30D | -12.8% | -4.8% | -8.0% | -11.0% |
| 3M | -22.5% | -0.7% | -21.8% | -22.4% |
| 6M | +19.4% | +10.6% | +8.8% | +14.8% |
| YTD | +67.7% | +4.6% | +63.1% | +64.7% |
| 1Y | +131.4% | +11.4% | +120.0% | +121.3% |
| 3Y | +197.3% | +132.3% | +65.1% | +137.3% |
| All | +84.3% | +88.4% | -4.1% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling