+150.2%
MOS vs FHN
+1,824.4%
-1,674.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +9.5% | +1.2% | +8.4% | +9.1% |
| 30D | +10.4% | -4.7% | +15.1% | +12.0% |
| 3M | +12.9% | +3.5% | +9.3% | +11.3% |
| 6M | +1.2% | +7.8% | -6.6% | -1.8% |
| YTD | +9.3% | +5.9% | +3.4% | +6.4% |
| 1Y | -18.0% | +12.5% | -30.5% | -22.0% |
| 3Y | -29.0% | +117.2% | -146.2% | -47.6% |
| 5Y | -9.6% | +86.5% | -96.1% | -32.9% |
| 10Y | +6.1% | +125.7% | -119.7% | -26.7% |
| All | +150.2% | +1,824.4% | -1,674.2% | +11.8% |
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