+111.1%
MOS vs FHN
+1,744.5%
-1,633.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +1.7% | +15.7% | +16.8% |
| 7D | +17.9% | +2.3% | +15.7% | +17.1% |
| 30D | +1.6% | +1.6% | -0.1% | +1.1% |
| 3M | -4.0% | -8.4% | +4.4% | -1.3% |
| 6M | -4.1% | -2.3% | -1.8% | -3.7% |
| YTD | -7.8% | +1.5% | -9.3% | -9.0% |
| 1Y | -15.6% | +15.0% | -30.6% | -20.2% |
| 3Y | -28.9% | +120.9% | -149.7% | -47.8% |
| 5Y | -36.8% | +64.0% | -100.8% | -51.1% |
| 10Y | +6.7% | +120.6% | -114.0% | -25.6% |
| All | +111.1% | +1,744.5% | -1,633.4% | -4.4% |
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