-6.3%
MOS vs FHN
+81.8%
-88.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -2.0% | +2.1% | -4.1% | -3.0% |
| 30D | +15.3% | +3.8% | +11.5% | +13.1% |
| 3M | +1.5% | -8.9% | +10.4% | +6.2% |
| 6M | -2.0% | +1.8% | -3.8% | -3.5% |
| YTD | -6.5% | +0.6% | -7.1% | -8.2% |
| 1Y | -11.1% | +12.9% | -24.0% | -17.9% |
| 3Y | -30.3% | +126.4% | -156.6% | -59.1% |
| 5Y | -33.5% | +62.3% | -95.8% | -58.3% |
| All | -6.3% | +81.8% | -88.2% | -51.9% |
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 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