+2,175.0%
MKSI vs FHN
+41.2%
+2,133.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.6% |
| 7D | +4.9% | -0.8% | +5.7% | +5.2% |
| 30D | -11.0% | -2.6% | -8.3% | -10.1% |
| 3M | -17.1% | +0.8% | -17.9% | -17.4% |
| 6M | +16.4% | +9.2% | +7.2% | +12.9% |
| YTD | +64.3% | +5.1% | +59.2% | +61.5% |
| 1Y | +137.7% | +12.2% | +125.5% | +127.7% |
| 3Y | +189.1% | +132.4% | +56.7% | +116.9% |
| 5Y | +83.1% | +91.1% | -7.9% | +36.6% |
| 10Y | +509.4% | +128.5% | +380.8% | +302.4% |
| All | +2,175.0% | +41.2% | +2,133.8% | +1,465.8% |
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 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