+2.8%
MOS vs FHN
+106.3%
-103.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +0.7% |
| 7D | +19.7% | -0.5% | +20.1% | +20.0% |
| 30D | +21.5% | +1.9% | +19.6% | +20.3% |
| 3M | -0.4% | -6.9% | +6.5% | +3.0% |
| 6M | +4.5% | -3.1% | +7.6% | +5.6% |
| YTD | -2.9% | +0.6% | -3.5% | -4.7% |
| 1Y | -7.7% | +12.4% | -20.1% | -14.7% |
| 3Y | -25.6% | +133.7% | -159.4% | -57.2% |
| 5Y | -31.2% | +61.4% | -92.5% | -56.7% |
| 10Y | +2.8% | +97.9% | -95.0% | -50.5% |
| All | +2.8% | +106.3% | -103.4% | -50.5% |
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 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