-31.2%
MOS vs FHN
+63.2%
-94.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.2% |
| 7D | +19.7% | -0.5% | +20.1% | +19.9% |
| 30D | +21.5% | +1.9% | +19.6% | +20.8% |
| 3M | -0.4% | -6.9% | +6.5% | +1.5% |
| 6M | +4.5% | -3.1% | +7.6% | +5.2% |
| YTD | -2.9% | +0.6% | -3.5% | -3.8% |
| 1Y | -7.7% | +12.4% | -20.1% | -11.8% |
| 3Y | -25.6% | +133.7% | -159.4% | -46.0% |
| 5Y | -31.2% | +61.4% | -92.5% | -48.8% |
| All | -31.2% | +63.2% | -94.4% | -48.8% |
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 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